0.53Open0.74Pre Close11 Volume109 Open Interest139.00Strike Price824.00Turnover12.30%IV0.07%PremiumDec 27, 2024Expiry Date0.60Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7927Delta0.3794Gamma199.43Leverage Ratio-0.1677Theta0.0021Rho158.09Eff Leverage0.0175Vega