0.35Open0.20Pre Close29 Volume12 Open Interest30.00Strike Price815.00Turnover228.42%IV39.76%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0772Delta0.0072Gamma61.53Leverage Ratio-0.1233Theta-0.0014Rho-4.75Eff Leverage0.0126Vega