0.10Open0.12Pre Close116 Volume115 Open Interest9.50Strike Price853.00Turnover103.12%IV12.22%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1641Delta0.2734Gamma113.47Leverage Ratio-0.0286Theta0.0001Rho18.62Eff Leverage0.0022Vega