2.75Open2.37Pre Close3 Volume92 Open Interest10.00Strike Price825.00Turnover68.77%IV2.25%PremiumDec 20, 2024Expiry Date2.47Intrinsic Value100Multiplier27DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8994Delta0.0747Gamma4.75Leverage Ratio-0.0085Theta0.0065Rho4.27Eff Leverage0.0061Vega