0.87Open1.10Pre Close10 Volume1.41K Open Interest115.00Strike Price855.00Turnover50.20%IV7.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.1939Delta0.0321Gamma158.96Leverage Ratio-0.1636Theta-0.0045Rho-30.82Eff Leverage0.0468Vega