1.67Open1.56Pre Close4 Volume198 Open Interest56.00Strike Price847.00Turnover38.45%IV1.95%PremiumSep 6, 2024Expiry Date1.38Intrinsic Value100Multiplier2DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.7837Delta0.1591Gamma35.20Leverage Ratio-0.1161Theta0.0030Rho27.59Eff Leverage0.0140Vega