4.40Open16.00Pre Close2 Volume9 Open Interest492.50Strike Price844.00Turnover18.37%IV0.35%PremiumJul 26, 2024Expiry Date2.29Intrinsic Value100Multiplier1DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.6679Delta0.0653Gamma137.44Leverage Ratio-0.9526Theta0.0122Rho91.80Eff Leverage0.1098Vega
JonSnow : Statistical proof?