0.38Open0.04Pre Close22 Volume138 Open Interest121.00Strike Price846.00Turnover112.85%IV3.00%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3125Delta0.0995Gamma274.45Leverage Ratio-2.5173Theta0.0003Rho85.76Eff Leverage0.0112Vega