0.55Open0.70Pre Close11 Volume136 Open Interest5.00Strike Price815.00Turnover148.72%IV2.27%PremiumDec 20, 2024Expiry Date0.72Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6984Delta0.1582Gamma6.36Leverage Ratio-0.0158Theta0.0019Rho4.44Eff Leverage0.0052Vega