0.07Open0.22Pre Close128 Volume167 Open Interest28.50Strike Price835.00Turnover68.56%IV10.69%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0861Delta0.0864Gamma368.71Leverage Ratio-0.0343Theta0.0002Rho31.75Eff Leverage0.0042Vega