0.15Open0.27Pre Close63 Volume1.90K Open Interest43.00Strike Price837.00Turnover21.75%IV1.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2345Delta0.4396Gamma446.63Leverage Ratio-0.0548Theta0.0006Rho104.75Eff Leverage0.0099Vega