0.75Open0.75Pre Close12 Volume1.61K Open Interest2.50Strike Price846.00Turnover107.56%IV2.56%PremiumNov 15, 2024Expiry Date0.62Intrinsic Value100Multiplier20DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8428Delta0.3024Gamma4.46Leverage Ratio-0.0049Theta0.0011Rho3.76Eff Leverage0.0018Vega