0.71Open1.41Pre Close23 Volume101 Open Interest187.50Strike Price858.00Turnover27.61%IV4.66%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0674Delta0.0255Gamma1195.67Leverage Ratio-0.0781Theta0.0013Rho80.64Eff Leverage0.0242Vega