0.42Open0.47Pre Close23 Volume103 Open Interest12.50Strike Price847.00Turnover42.15%IV2.15%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5392Delta0.5558Gamma40.45Leverage Ratio-0.0229Theta0.0012Rho21.81Eff Leverage0.0067Vega