1.18Open1.38Pre Close7 Volume221 Open Interest1.50Strike Price826.00Turnover1294.56%IV0.75%PremiumDec 13, 2024Expiry Date1.16Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8601Delta0.0896Gamma1.83Leverage Ratio-0.1636Theta0.0000Rho1.58Eff Leverage0.0004Vega