0.40Open0.65Pre Close33 Volume191 Open Interest86.00Strike Price854.00Turnover33.34%IV4.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.1010Delta0.0537Gamma562.50Leverage Ratio-0.0626Theta-0.0010Rho-56.80Eff Leverage0.0174Vega