0.03Open0.07Pre Close445 Volume3.65K Open Interest27.00Strike Price849.00Turnover56.17%IV4.90%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0326Delta0.0941Gamma2838.00Leverage Ratio-0.0307Theta0.0000Rho-92.59Eff Leverage0.0010Vega