0.15Open0.27Pre Close63 Volume1.90K Open Interest43.00Strike Price837.00Turnover22.30%IV1.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2299Delta0.4235Gamma471.22Leverage Ratio-0.0551Theta0.0006Rho108.33Eff Leverage0.0098Vega