0.08Open0.04Pre Close77 Volume381 Open Interest49.50Strike Price839.00Turnover22.52%IV1.06%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1991Delta0.4796Gamma768.92Leverage Ratio-0.0826Theta-0.0003Rho-153.12Eff Leverage0.0072Vega