0.15Open0.27Pre Close63 Volume1.90K Open Interest43.00Strike Price837.00Turnover21.39%IV1.57%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2283Delta0.4416Gamma471.50Leverage Ratio-0.0529Theta0.0005Rho107.67Eff Leverage0.0097Vega