0.82Open0.85Pre Close11 Volume29 Open Interest7.50Strike Price815.00Turnover189.73%IV4.36%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6032Delta0.3469Gamma10.53Leverage Ratio-0.0954Theta-0.0003Rho-6.35Eff Leverage0.0023Vega