0.50Open0.50Pre Close15 Volume39 Open Interest7.50Strike Price828.00Turnover105.38%IV4.77%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6664Delta0.4632Gamma12.85Leverage Ratio-0.0368Theta-0.0005Rho-8.56Eff Leverage0.0027Vega