0.24Open1.00Pre Close70 Volume88 Open Interest2390.00Strike Price836.00Turnover35.69%IV1.85%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeEuropeanOptions Type-0.0216Delta0.0024Gamma13912.99Leverage Ratio-2.4497Theta-0.0003Rho-300.87Eff Leverage0.0315Vega