0.15Open0.22Pre Close58 Volume241 Open Interest33.00Strike Price825.00Turnover230.06%IV58.24%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0379Delta0.0165Gamma298.29Leverage Ratio-0.0432Theta0.0001Rho11.31Eff Leverage0.0018Vega