0.03Open0.05Pre Close206 Volume561 Open Interest7.00Strike Price828.00Turnover88.64%IV31.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0919Delta0.1636Gamma133.50Leverage Ratio-0.0050Theta0.0002Rho12.27Eff Leverage0.0019Vega