0.41Open0.35Pre Close19 Volume5 Open Interest7.00Strike Price851.00Turnover96.51%IV12.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4547Delta0.2669Gamma14.76Leverage Ratio-0.0155Theta0.0014Rho6.71Eff Leverage0.0061Vega