0.20Open0.30Pre Close14 Volume986 Open Interest175.00Strike Price837.00Turnover45.39%IV3.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1196Delta0.0430Gamma627.22Leverage Ratio-0.2635Theta0.0007Rho75.04Eff Leverage0.0204Vega