0.03Open0.02Pre Close246 Volume1.06K Open Interest65.00Strike Price839.00Turnover53.41%IV6.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0374Gamma1738.00Leverage Ratio-0.0334Theta0.0001Rho67.87Eff Leverage0.0036Vega