0.15Open0.27Pre Close63 Volume1.90K Open Interest43.00Strike Price837.00Turnover22.03%IV1.54%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2137Delta0.4129Gamma446.79Leverage Ratio-0.0515Theta0.0005Rho95.46Eff Leverage0.0093Vega