0.10Open0.12Pre Close98 Volume220 Open Interest19.50Strike Price852.00Turnover79.39%IV11.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.1141Gamma349.40Leverage Ratio-0.0273Theta0.0001Rho29.24Eff Leverage0.0026Vega