8.15Open8.65Pre Close1 Volume234 Open Interest28.00Strike Price815.00Turnover9709.66%IV0.35%PremiumDec 27, 2024Expiry Date8.08Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8747Delta0.0390Gamma2.38Leverage Ratio-196.1804Theta0.0000Rho-2.08Eff Leverage0.0001Vega