0.05Open0.39Pre Close31 Volume326 Open Interest5.00Strike Price851.00Turnover102.34%IV8.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3881Delta0.5507Gamma27.09Leverage Ratio-0.0185Theta0.0003Rho10.51Eff Leverage0.0026Vega