0.43Open2.33Pre Close18 Volume45 Open Interest55.00Strike Price844.00Turnover21.43%IV5.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2955Delta0.1039Gamma88.12Leverage Ratio-0.0201Theta0.0129Rho26.04Eff Leverage0.0535Vega