2.75Open4.04Pre Close3 Volume18 Open Interest18.50Strike Price825.00Turnover113.83%IV5.64%PremiumDec 6, 2024Expiry Date1.62Intrinsic Value100Multiplier3DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.8156Delta0.1268Gamma10.73Leverage Ratio-0.0952Theta0.0012Rho8.75Eff Leverage0.0049Vega