0.14Open0.16Pre Close61 Volume257 Open Interest1.00Strike Price853.00Turnover51.02%IV2.73%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier28DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7771Delta1.8997Gamma8.80Leverage Ratio-0.0009Theta0.0006Rho6.84Eff Leverage0.0009Vega