0.48Open0.35Pre Close14 Volume27 Open Interest150.00Strike Price826.00Turnover1658.33%IV0.39%PremiumDec 27, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.5378Delta0.2489Gamma208.14Leverage Ratio-2160.3803Theta0.0000Rho-111.94Eff Leverage0.0004Vega