0.10Open0.12Pre Close116 Volume115 Open Interest9.50Strike Price853.00Turnover101.73%IV12.22%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1641Delta0.2735Gamma113.47Leverage Ratio-0.0279Theta0.0001Rho18.63Eff Leverage0.0022Vega