0.09Open0.15Pre Close42 Volume122 Open Interest112.00Strike Price853.00Turnover131.10%IV8.21%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0965Delta0.0286Gamma391.40Leverage Ratio-0.7097Theta0.0002Rho37.77Eff Leverage0.0078Vega