2.75Open2.75Pre Close3 Volume0 Open Interest11.00Strike Price825.00Turnover142.00%IV24.38%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier27DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4292Delta0.0936Gamma6.42Leverage Ratio-0.0303Theta-0.0042Rho-2.75Eff Leverage0.0116Vega