0.83Open0.53Pre Close8.03K Volume4.98K Open Interest16.50Strike Price856.53KTurnover95.19%IV2.14%PremiumOct 18, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6203Delta0.2215Gamma15.09Leverage Ratio-0.0850Theta0.0011Rho9.36Eff Leverage0.0069Vega