0.15Open0.23Pre Close48 Volume363 Open Interest25.00Strike Price825.00Turnover32.17%IV6.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2204Delta0.1813Gamma117.95Leverage Ratio-0.0150Theta0.0023Rho25.99Eff Leverage0.0151Vega