4.28Open3.22Pre Close2 Volume366 Open Interest38.00Strike Price856.00Turnover60.84%IV0.31%PremiumDec 20, 2024Expiry Date4.15Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9389Delta0.0416Gamma9.92Leverage Ratio-0.0388Theta0.0045Rho9.31Eff Leverage0.0058Vega