2.75Open4.04Pre Close3 Volume18 Open Interest18.50Strike Price825.00Turnover117.82%IV5.41%PremiumDec 6, 2024Expiry Date1.66Intrinsic Value100Multiplier3DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.8047Delta0.1268Gamma10.61Leverage Ratio-0.1024Theta0.0012Rho8.54Eff Leverage0.0051Vega