0.06Open0.07Pre Close318 Volume16.94K Open Interest115.00Strike Price851.00Turnover96.01%IV22.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0151Delta0.0044Gamma2084.00Leverage Ratio-0.0348Theta0.0001Rho31.54Eff Leverage0.0034Vega