0.04Open0.02Pre Close112 Volume681 Open Interest9.00Strike Price853.00Turnover101.54%IV4.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2683Delta0.7004Gamma115.80Leverage Ratio-0.0750Theta0.0001Rho31.07Eff Leverage0.0015Vega