4.35Open4.86Pre Close2 Volume521 Open Interest62.50Strike Price858.00Turnover31.87%IV1.38%PremiumNov 15, 2024Expiry Date3.32Intrinsic Value100Multiplier25DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7538Delta0.0572Gamma15.31Leverage Ratio-0.0401Theta0.0313Rho11.54Eff Leverage0.0545Vega