4.27Open4.60Pre Close2 Volume138 Open Interest67.00Strike Price854.00Turnover40.26%IV0.12%PremiumDec 20, 2024Expiry Date4.19Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9468Delta0.0411Gamma16.75Leverage Ratio-0.0468Theta0.0054Rho15.86Eff Leverage0.0071Vega