2.50Open2.12Pre Close5 Volume47 Open Interest75.00Strike Price839.00Turnover29.44%IV0.50%PremiumSep 20, 2024Expiry Date0.97Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.7004Delta0.1774Gamma55.25Leverage Ratio-0.1379Theta0.0040Rho38.70Eff Leverage0.0231Vega