0.60Open0.80Pre Close14 Volume211 Open Interest93.00Strike Price855.00Turnover30.12%IV1.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.3592Delta0.1202Gamma121.32Leverage Ratio-0.1355Theta-0.0039Rho-43.58Eff Leverage0.0387Vega