0.88Open1.30Pre Close11 Volume151 Open Interest13.50Strike Price823.00Turnover74.61%IV0.93%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7221Delta0.3723Gamma17.19Leverage Ratio-0.0485Theta-0.0008Rho-12.41Eff Leverage0.0041Vega