0.19Open0.15Pre Close45 Volume209 Open Interest1.00Strike Price855.00Turnover130.17%IV14.56%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.4998Delta1.3169Gamma6.32Leverage Ratio-0.0027Theta-0.0003Rho-3.16Eff Leverage0.0009Vega