0.40Open0.55Pre Close22 Volume2.21K Open Interest7.50Strike Price825.00Turnover95.55%IV14.98%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2617Delta0.1667Gamma24.03Leverage Ratio-0.0146Theta-0.0014Rho-6.29Eff Leverage0.0067Vega