0.52Open0.65Pre Close15 Volume2.60K Open Interest52.50Strike Price829.00Turnover28.31%IV2.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3103Delta0.2309Gamma172.30Leverage Ratio-0.0729Theta0.0017Rho53.47Eff Leverage0.0191Vega