0.04Open0.02Pre Close112 Volume776 Open Interest9.00Strike Price853.00Turnover197.20%IV5.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2134Delta0.5720Gamma142.83Leverage Ratio-0.2257Theta0.0000Rho30.49Eff Leverage0.0008Vega