0.04Open0.02Pre Close112 Volume681 Open Interest9.00Strike Price853.00Turnover115.54%IV5.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2136Delta0.5728Gamma142.83Leverage Ratio-0.0777Theta0.0000Rho30.51Eff Leverage0.0013Vega