3.26Open3.30Pre Close3.13K Volume1.72K Open Interest148.00Strike Price826.93KTurnover33.67%IV0.10%PremiumDec 6, 2024Expiry Date2.86Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8326Delta0.0968Gamma47.59Leverage Ratio-0.2150Theta-0.0030Rho-39.62Eff Leverage0.0194Vega