0.11Open0.10Pre Close52 Volume69 Open Interest26.50Strike Price827.00Turnover180.28%IV21.58%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1361Delta0.0624Gamma97.60Leverage Ratio-0.1266Theta0.0002Rho13.28Eff Leverage0.0042Vega