0.45Open2.00Pre Close19 Volume346 Open Interest140.00Strike Price855.00Turnover112.38%IV83.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0483Delta0.0040Gamma169.91Leverage Ratio-0.0399Theta0.0028Rho8.21Eff Leverage0.0225Vega