0.26Open0.30Pre Close32 Volume21 Open Interest135.00Strike Price852.00Turnover33.08%IV12.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1390Delta0.0188Gamma150.30Leverage Ratio-0.0427Theta0.0140Rho20.89Eff Leverage0.0790Vega