0.32Open0.40Pre Close21 Volume344 Open Interest6.00Strike Price838.00Turnover87.56%IV5.40%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier11DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.4962Delta0.4349Gamma14.83Leverage Ratio-0.0160Theta-0.0010Rho-7.36Eff Leverage0.0042Vega