1.71Open2.78Pre Close5 Volume82 Open Interest20.00Strike Price857.00Turnover22.66%IV1.12%PremiumDec 20, 2024Expiry Date1.49Intrinsic Value100Multiplier18DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9336Delta0.1190Gamma13.43Leverage Ratio-0.0060Theta0.0091Rho12.54Eff Leverage0.0062Vega