0.10Open0.12Pre Close98 Volume220 Open Interest19.50Strike Price852.00Turnover74.51%IV11.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.1142Gamma349.40Leverage Ratio-0.0245Theta0.0002Rho29.25Eff Leverage0.0028Vega