0.07Open0.11Pre Close124 Volume1.48K Open Interest16.00Strike Price846.00Turnover52.74%IV4.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1119Delta0.2997Gamma478.29Leverage Ratio-0.0280Theta-0.0001Rho-53.52Eff Leverage0.0023Vega