0.08Open0.04Pre Close77 Volume381 Open Interest49.50Strike Price839.00Turnover22.75%IV1.06%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1992Delta0.4797Gamma768.92Leverage Ratio-0.0844Theta-0.0002Rho-153.14Eff Leverage0.0071Vega