4.40Open4.74Pre Close2 Volume895 Open Interest35.00Strike Price830.00Turnover38.58%IV0.59%PremiumDec 20, 2024Expiry Date3.67Intrinsic Value100Multiplier17DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8982Delta0.0556Gamma9.92Leverage Ratio-0.0205Theta0.0142Rho8.91Eff Leverage0.0147Vega