0.37Open0.37Pre Close25 Volume93 Open Interest175.00Strike Price853.00Turnover17.77%IV8.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0855Delta0.0185Gamma498.80Leverage Ratio-0.0224Theta0.0117Rho42.65Eff Leverage0.0743Vega