1.90Open2.45Pre Close4 Volume206 Open Interest47.50Strike Price815.00Turnover36.99%IV0.96%PremiumOct 18, 2024Expiry Date1.81Intrinsic Value100Multiplier16DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.6735Delta0.1046Gamma18.65Leverage Ratio-0.0370Theta-0.0117Rho-12.56Eff Leverage0.0341Vega