0.54Open0.55Pre Close15 Volume170 Open Interest5.00Strike Price856.00Turnover146.29%IV17.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3458Delta0.1992Gamma10.27Leverage Ratio-0.0169Theta-0.0012Rho-3.55Eff Leverage0.0047Vega