0.03Open0.04Pre Close567 Volume22.81K Open Interest12.50Strike Price854.00Turnover131.04%IV23.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0954Gamma290.86Leverage Ratio-0.0203Theta0.0001Rho18.66Eff Leverage0.0013Vega