0.12Open0.21Pre Close77 Volume879 Open Interest27.50Strike Price836.00Turnover36.16%IV2.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2251Delta0.4280Gamma299.44Leverage Ratio-0.0584Theta0.0003Rho67.41Eff Leverage0.0058Vega