0.42Open0.47Pre Close23 Volume103 Open Interest12.50Strike Price847.00Turnover43.60%IV2.15%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5389Delta0.5553Gamma40.45Leverage Ratio-0.0245Theta0.0011Rho21.80Eff Leverage0.0065Vega