2.75Open3.20Pre Close3 Volume279 Open Interest92.50Strike Price825.00Turnover36.02%IV1.28%PremiumDec 20, 2024Expiry Date1.59Intrinsic Value100Multiplier9DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6058Delta0.0765Gamma31.62Leverage Ratio-0.1085Theta-0.0121Rho-19.16Eff Leverage0.0540Vega