0.59Open1.43Pre Close13 Volume197 Open Interest15.00Strike Price855.00Turnover1255.25%IV0.45%PremiumNov 15, 2024Expiry Date0.61Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9264Delta0.3088Gamma41.63Leverage Ratio-15.8269Theta0.0000Rho38.56Eff Leverage0.0001Vega