0.06Open0.05Pre Close172 Volume533 Open Interest6.50Strike Price847.00Turnover93.53%IV9.90%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1594Delta0.4898Gamma149.00Leverage Ratio-0.0204Theta0.0001Rho23.75Eff Leverage0.0013Vega