1.67Open1.52Pre Close8 Volume110 Open Interest11.00Strike Price854.00Turnover166.97%IV3.02%PremiumDec 27, 2024Expiry Date0.73Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8664Delta0.3488Gamma13.34Leverage Ratio-0.1381Theta-0.0001Rho-11.56Eff Leverage0.0008Vega