1.07Open1.09Pre Close8 Volume8 Open Interest2.50Strike Price856.00Turnover709.51%IV0.69%PremiumDec 27, 2024Expiry Date1.06Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8801Delta0.3464Gamma1.32Leverage Ratio-0.0287Theta-0.0001Rho-1.16Eff Leverage0.0002Vega