0.16Open0.20Pre Close81 Volume122 Open Interest192.50Strike Price812.00Turnover111.88%IV0.30%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.2215Delta0.6317Gamma2757.14Leverage Ratio-40.6954Theta0.0000Rho-610.84Eff Leverage0.0013Vega