4.27Open4.60Pre Close2 Volume138 Open Interest67.00Strike Price854.00Turnover40.16%IV0.13%PremiumDec 20, 2024Expiry Date4.18Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9541Delta0.0366Gamma16.75Leverage Ratio-0.0418Theta0.0054Rho15.98Eff Leverage0.0063Vega