3.30Open0.69Pre Close3 Volume2 Open Interest99.00Strike Price855.00Turnover71.04%IV3.30%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5072Delta0.0536Gamma37.47Leverage Ratio-0.3929Theta0.0053Rho19.00Eff Leverage0.0418Vega