0.40Open0.45Pre Close32 Volume468 Open Interest12.00Strike Price856.00Turnover317.81%IV149.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2220Delta0.0783Gamma14.14Leverage Ratio-0.0266Theta0.0004Rho3.14Eff Leverage0.0036Vega