3.26Open3.30Pre Close3.13K Volume1.72K Open Interest148.00Strike Price826.93KTurnover33.56%IV0.05%PremiumDec 6, 2024Expiry Date2.93Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8323Delta0.0972Gamma46.80Leverage Ratio-0.2150Theta-0.0030Rho-38.95Eff Leverage0.0194Vega