0.35Open0.50Pre Close24 Volume2.30K Open Interest22.50Strike Price854.00Turnover116.91%IV7.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.3095Delta0.1662Gamma53.25Leverage Ratio-0.1523Theta0.0004Rho16.48Eff Leverage0.0064Vega