0.04Open0.02Pre Close112 Volume681 Open Interest9.00Strike Price853.00Turnover154.15%IV5.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2135Delta0.5723Gamma142.83Leverage Ratio-0.1381Theta0.0000Rho30.49Eff Leverage0.0010Vega