0.70Open0.65Pre Close12 Volume2 Open Interest9.50Strike Price826.00Turnover105.90%IV1.68%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7000Delta0.3606Gamma11.89Leverage Ratio-0.0453Theta-0.0007Rho-8.32Eff Leverage0.0032Vega