0.13Open0.07Pre Close70 Volume42 Open Interest42.50Strike Price835.00Turnover105.19%IV13.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0397Gamma578.31Leverage Ratio-0.0594Theta0.0001Rho32.18Eff Leverage0.0030Vega