4.35Open4.55Pre Close2 Volume98 Open Interest8.00Strike Price815.00Turnover186.37%IV1.02%PremiumDec 6, 2024Expiry Date3.68Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9776Delta0.0228Gamma3.16Leverage Ratio-0.0133Theta0.0009Rho3.09Eff Leverage0.0007Vega