0.75Open0.61Pre Close11 Volume18 Open Interest28.00Strike Price823.00Turnover20.45%IV1.41%PremiumOct 18, 2024Expiry Date0.33Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6258Delta0.2740Gamma36.55Leverage Ratio-0.0150Theta0.0097Rho22.88Eff Leverage0.0256Vega