0.52Open0.43Pre Close18 Volume90 Open Interest1.50Strike Price837.00Turnover300.79%IV2.62%PremiumNov 8, 2024Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8589Delta0.4589Gamma4.24Leverage Ratio-0.0208Theta0.0001Rho3.65Eff Leverage0.0004Vega