0.97Open1.79Pre Close9 Volume9 Open Interest50.50Strike Price821.00Turnover47.10%IV1.47%PremiumNov 22, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.5919Delta0.1990Gamma50.90Leverage Ratio-0.1799Theta0.0019Rho30.13Eff Leverage0.0161Vega