0.97Open1.79Pre Close9 Volume14 Open Interest50.50Strike Price821.00Turnover57.29%IV1.47%PremiumNov 22, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.5796Delta0.1673Gamma44.26Leverage Ratio-0.2243Theta0.0018Rho25.65Eff Leverage0.0159Vega