0.27Open0.60Pre Close40 Volume143 Open Interest70.00Strike Price856.00Turnover53.45%IV20.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.0208Gamma233.28Leverage Ratio-0.0277Theta0.0024Rho18.78Eff Leverage0.0201Vega