0.30Open0.07Pre Close35 Volume462 Open Interest66.00Strike Price827.00Turnover22.55%IV1.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2911Delta0.2758Gamma290.13Leverage Ratio-0.0898Theta0.0013Rho84.46Eff Leverage0.0189Vega