0.63Open0.69Pre Close13 Volume50 Open Interest46.00Strike Price827.00Turnover48.42%IV1.24%PremiumDec 13, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.5246Delta0.2437Gamma63.69Leverage Ratio-0.1900Theta-0.0013Rho-33.41Eff Leverage0.0134Vega