0.20Open0.15Pre Close32 Volume92 Open Interest55.00Strike Price817.00Turnover35.76%IV11.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1365Delta0.0485Gamma164.60Leverage Ratio-0.0215Theta0.0042Rho22.47Eff Leverage0.0276Vega