0.36Open0.40Pre Close27 Volume201 Open Interest85.00Strike Price835.00Turnover47.29%IV21.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.0740Delta0.0161Gamma255.75Leverage Ratio-0.0245Theta0.0034Rho18.93Eff Leverage0.0259Vega