0.40Open0.45Pre Close32 Volume463 Open Interest12.00Strike Price856.00Turnover380.10%IV149.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3099Delta0.0773Gamma8.25Leverage Ratio-0.0377Theta0.0005Rho2.56Eff Leverage0.0042Vega