0.70Open0.40Pre Close13 Volume1.88K Open Interest77.50Strike Price853.00Turnover21.37%IV1.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.4595Delta0.1954Gamma110.30Leverage Ratio-0.0810Theta0.0053Rho50.69Eff Leverage0.0377Vega