0.05Open0.25Pre Close215 Volume940 Open Interest30.00Strike Price856.00Turnover194.16%IV16.88%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0622Delta0.0490Gamma395.54Leverage Ratio-0.1607Theta0.0000Rho24.62Eff Leverage0.0016Vega