0.41Open0.29Pre Close12 Volume136 Open Interest8.50Strike Price821.00Turnover161.16%IV2.04%PremiumJan 10, 2025Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7348Delta0.3382Gamma8.44Leverage Ratio-0.0768Theta-0.0004Rho-6.20Eff Leverage0.0020Vega