0.15Open0.24Pre Close113 Volume3.13K Open Interest300.00Strike Price821.00Turnover66.32%IV17.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0103Delta0.0015Gamma4249.00Leverage Ratio-0.0438Theta0.0003Rho43.57Eff Leverage0.0072Vega