0.27Open0.54Pre Close59 Volume541 Open Interest60.00Strike Price823.00Turnover45.07%IV4.96%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1062Delta0.0876Gamma545.43Leverage Ratio-0.0721Theta0.0004Rho57.94Eff Leverage0.0085Vega