0.15Open0.20Pre Close64 Volume303 Open Interest13.00Strike Price853.00Turnover102.87%IV8.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1524Delta0.1943Gamma141.40Leverage Ratio-0.0552Theta-0.0002Rho-21.55Eff Leverage0.0028Vega