0.87Open1.10Pre Close10 Volume1.41K Open Interest115.00Strike Price855.00Turnover51.10%IV6.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.1910Delta0.0312Gamma128.14Leverage Ratio-0.1654Theta-0.0045Rho-24.47Eff Leverage0.0465Vega