4.27Open4.60Pre Close2 Volume138 Open Interest67.00Strike Price854.00Turnover39.13%IV0.11%PremiumDec 20, 2024Expiry Date4.19Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9542Delta0.0371Gamma16.65Leverage Ratio-0.0406Theta0.0055Rho15.89Eff Leverage0.0064Vega