0.11Open0.05Pre Close125 Volume2.80K Open Interest175.00Strike Price821.00Turnover52.49%IV10.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0132Delta0.0035Gamma4322.22Leverage Ratio-0.0354Theta-0.0002Rho-57.18Eff Leverage0.0062Vega