2.75Open4.04Pre Close3 Volume18 Open Interest18.50Strike Price825.00Turnover115.57%IV5.38%PremiumDec 6, 2024Expiry Date1.67Intrinsic Value100Multiplier3DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.8026Delta0.1305Gamma10.61Leverage Ratio-0.1010Theta0.0012Rho8.52Eff Leverage0.0051Vega