0.06Open0.05Pre Close82 Volume292 Open Interest4.00Strike Price827.00Turnover83.27%IV13.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2966Delta0.5976Gamma36.20Leverage Ratio-0.0076Theta0.0004Rho10.74Eff Leverage0.0024Vega