0.40Open0.70Pre Close38 Volume477 Open Interest82.50Strike Price817.00Turnover28.91%IV3.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2095Delta0.0892Gamma200.05Leverage Ratio-0.0673Theta0.0032Rho41.90Eff Leverage0.0321Vega