0.39Open0.65Pre Close11 Volume16 Open Interest85.00Strike Price839.00Turnover22.78%IV0.34%PremiumDec 6, 2024Expiry Date0.51Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7621Delta0.8089Gamma155.47Leverage Ratio-0.4311Theta0.0003Rho118.48Eff Leverage0.0052Vega