2.76Open1.55Pre Close3 Volume334 Open Interest95.00Strike Price828.00Turnover35.70%IV1.24%PremiumDec 20, 2024Expiry Date1.56Intrinsic Value100Multiplier5DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.6612Delta0.0883Gamma37.50Leverage Ratio-0.1575Theta0.0089Rho24.79Eff Leverage0.0425Vega