0.40Open0.30Pre Close20 Volume1.32K Open Interest30.00Strike Price857.00Turnover30.57%IV1.66%PremiumSep 20, 2024Expiry Date0.07Intrinsic Value100Multiplier7DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5390Delta0.3047Gamma52.75Leverage Ratio-0.0386Theta0.0031Rho28.43Eff Leverage0.0169Vega