1.67Open1.52Pre Close8 Volume110 Open Interest11.00Strike Price854.00Turnover159.87%IV3.02%PremiumDec 27, 2024Expiry Date0.73Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8663Delta0.3489Gamma13.34Leverage Ratio-0.1265Theta-0.0001Rho-11.55Eff Leverage0.0008Vega