0.01Open0.02Pre Close852 Volume14.03K Open Interest46.00Strike Price852.00Turnover35.59%IV3.40%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0294Delta0.0766Gamma4761.00Leverage Ratio-0.0280Theta0.0000Rho-140.10Eff Leverage0.0016Vega
Silverbat : 25 basis points?