0.60Open0.29Pre Close27 Volume894 Open Interest69.00Strike Price847.00Turnover31.56%IV1.49%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4286Delta0.2443Gamma182.35Leverage Ratio-0.1858Theta0.0016Rho78.16Eff Leverage0.0200Vega