3.30Open0.69Pre Close3 Volume2 Open Interest99.00Strike Price855.00Turnover70.91%IV3.27%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5050Delta0.0537Gamma40.99Leverage Ratio-0.3918Theta0.0053Rho20.70Eff Leverage0.0418Vega