0.06Open0.06Pre Close109 Volume3.85K Open Interest439.00Strike Price827.00Turnover14.06%IV1.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0329Delta0.0237Gamma10830.25Leverage Ratio-0.1141Theta0.0004Rho356.53Eff Leverage0.0162Vega