1.41Open2.16Pre Close6 Volume46 Open Interest5.50Strike Price856.00Turnover131.35%IV0.14%PremiumNov 8, 2024Expiry Date1.50Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9771Delta0.0622Gamma4.64Leverage Ratio-0.0062Theta0.0005Rho4.53Eff Leverage0.0004Vega