1.15Open1.75Pre Close7 Volume1.67K Open Interest22.50Strike Price855.00Turnover72.35%IV9.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.4678Delta0.0927Gamma15.74Leverage Ratio-0.0324Theta0.0066Rho7.36Eff Leverage0.0236Vega