0.15Open0.10Pre Close56 Volume2.74K Open Interest4.00Strike Price835.00Turnover102.30%IV22.39%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2777Delta0.4078Gamma26.80Leverage Ratio-0.0067Theta0.0005Rho7.44Eff Leverage0.0027Vega