5.10Open5.96Pre Close2 Volume28 Open Interest515.00Strike Price830.00Turnover22.90%IV0.61%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier1DDays to Expiry3.15Extrinsic Value100Contract SizeAmericanOptions Type0.4878Delta0.0595Gamma163.51Leverage Ratio-1.6574Theta0.0080Rho79.77Eff Leverage0.1166Vega