2.84Open2.89Pre Close3 Volume6 Open Interest127.00Strike Price857.00Turnover86.71%IV0.07%PremiumDec 13, 2024Expiry Date2.75Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7368Delta0.0721Gamma37.12Leverage Ratio-1.2813Theta0.0015Rho27.35Eff Leverage0.0170Vega