2.75Open2.10Pre Close3 Volume420 Open Interest170.00Strike Price825.00Turnover26.74%IV2.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.4293Delta0.0648Gamma89.95Leverage Ratio-0.1969Theta0.0127Rho38.62Eff Leverage0.0889Vega