4.20Open4.30Pre Close2 Volume556 Open Interest52.50Strike Price847.00Turnover69.54%IV6.41%PremiumSep 20, 2024Expiry Date0.85Intrinsic Value100Multiplier26DDays to Expiry3.42Extrinsic Value100Contract SizeAmericanOptions Type0.5789Delta0.0390Gamma11.86Leverage Ratio-0.0779Theta0.0193Rho6.86Eff Leverage0.0564Vega