0.28Open0.71Pre Close28.99K Volume1.04K Open Interest211.00Strike Price856.41KTurnover138.51%IV0.44%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0444Delta0.1711Gamma21193.00Leverage Ratio-19.1917Theta0.0000Rho-941.77Eff Leverage0.0004Vega