4.32Open5.28Pre Close2 Volume197 Open Interest85.00Strike Price832.00Turnover29.49%IV1.54%PremiumDec 20, 2024Expiry Date2.65Intrinsic Value100Multiplier26DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.6807Delta0.0519Gamma19.92Leverage Ratio-0.0545Theta0.0392Rho13.56Eff Leverage0.0834Vega