0.55Open4.20Pre Close16 Volume49 Open Interest242.50Strike Price827.00Turnover68.90%IV0.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0893Delta0.1332Gamma4817.20Leverage Ratio-4.9134Theta0.0000Rho430.13Eff Leverage0.0028Vega