0.20Open0.30Pre Close14 Volume32 Open Interest42.00Strike Price825.00Turnover10.22%IV0.47%PremiumOct 18, 2024Expiry Date0.25Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6511Delta0.4127Gamma76.82Leverage Ratio-0.0143Theta0.0116Rho50.02Eff Leverage0.0324Vega