0.90Open0.87Pre Close15 Volume99 Open Interest33.00Strike Price857.00Turnover40.59%IV8.42%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.2659Delta0.1126Gamma68.64Leverage Ratio-0.0254Theta0.0042Rho18.25Eff Leverage0.0236Vega