0.25Open0.21Pre Close33 Volume69 Open Interest10.00Strike Price825.00Turnover98.08%IV3.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4465Delta0.5061Gamma39.44Leverage Ratio-0.0738Theta0.0003Rho17.61Eff Leverage0.0031Vega