0.50Open0.47Pre Close16 Volume529 Open Interest27.00Strike Price827.00Turnover104.74%IV1.56%PremiumOct 18, 2024Expiry Date0.08Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.5109Delta0.2792Gamma44.13Leverage Ratio-0.3104Theta-0.0004Rho-22.55Eff Leverage0.0054Vega