4.40Open16.00Pre Close2 Volume9 Open Interest492.50Strike Price844.00Turnover20.41%IV0.36%PremiumJul 26, 2024Expiry Date2.28Intrinsic Value100Multiplier1DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type0.6659Delta0.0651Gamma137.44Leverage Ratio-1.2227Theta0.0100Rho91.52Eff Leverage0.0996Vega
JonSnow : Statistical proof?