0.20Open0.17Pre Close20 Volume20 Open Interest45.00Strike Price852.00Turnover28.55%IV0.26%PremiumNov 8, 2024Expiry Date0.43Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6812Delta0.3666Gamma69.89Leverage Ratio-0.0984Theta0.0017Rho47.61Eff Leverage0.0122Vega