0.11Open0.11Pre Close38 Volume0 Open Interest11.00Strike Price848.00Turnover60.77%IV6.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3266Delta0.3670Gamma52.45Leverage Ratio-0.0213Theta0.0008Rho17.13Eff Leverage0.0058Vega