0.88Open0.90Pre Close10 Volume176 Open Interest11.50Strike Price847.00Turnover103.03%IV0.28%PremiumSep 6, 2024Expiry Date0.87Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8955Delta0.2806Gamma11.81Leverage Ratio-0.0299Theta-0.0003Rho-10.58Eff Leverage0.0011Vega