0.27Open0.60Pre Close40 Volume143 Open Interest70.00Strike Price856.00Turnover52.36%IV20.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.0208Gamma233.28Leverage Ratio-0.0267Theta0.0025Rho18.78Eff Leverage0.0205Vega