0.54Open0.55Pre Close15 Volume170 Open Interest5.00Strike Price856.00Turnover151.36%IV17.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3459Delta0.1993Gamma10.27Leverage Ratio-0.0181Theta-0.0011Rho-3.55Eff Leverage0.0045Vega