0.65Open0.50Pre Close9 Volume59 Open Interest87.00Strike Price847.00Turnover36.57%IV1.10%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.5282Delta0.1247Gamma60.83Leverage Ratio-0.1792Theta-0.0044Rho-32.13Eff Leverage0.0348Vega