0.06Open0.06Pre Close109 Volume3.84K Open Interest439.00Strike Price827.00Turnover23.24%IV1.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0266Delta0.0207Gamma14440.33Leverage Ratio-0.2681Theta0.0001Rho383.72Eff Leverage0.0079Vega