3.85Open3.99Pre Close2 Volume93 Open Interest82.50Strike Price833.00Turnover3027.48%IV0.46%PremiumSep 20, 2024Expiry Date4.12Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7797Delta0.0591Gamma16.50Leverage Ratio-459.3667Theta0.0000Rho-12.87Eff Leverage0.0005Vega