2.11Open2.60Pre Close4 Volume537 Open Interest57.00Strike Price847.00Turnover110.15%IV0.56%PremiumDec 13, 2024Expiry Date1.81Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.7193Delta0.1153Gamma24.00Leverage Ratio-0.5880Theta-0.0009Rho-17.26Eff Leverage0.0089Vega