0.70Open0.65Pre Close12 Volume2 Open Interest9.50Strike Price826.00Turnover111.03%IV1.68%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7002Delta0.3607Gamma11.89Leverage Ratio-0.0501Theta-0.0006Rho-8.33Eff Leverage0.0030Vega