0.30Open0.35Pre Close34 Volume671 Open Interest15.00Strike Price843.00Turnover110.68%IV47.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1311Delta0.0709Gamma59.26Leverage Ratio-0.0129Theta0.0008Rho7.77Eff Leverage0.0058Vega