1.06Open1.36Pre Close6.81K Volume7.14K Open Interest83.00Strike Price857.22KTurnover51.41%IV1.63%PremiumDec 6, 2024Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.5350Delta0.1127Gamma54.56Leverage Ratio-0.3238Theta0.0029Rho29.19Eff Leverage0.0273Vega