0.25Open0.25Pre Close135 Volume556 Open Interest4.50Strike Price854.00Turnover392.79%IV8.74%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1959Delta0.7196Gamma104.38Leverage Ratio-0.2616Theta0.0000Rho20.45Eff Leverage0.0003Vega