0.40Open0.37Pre Close20 Volume1.36K Open Interest29.00Strike Price854.00Turnover24.61%IV2.36%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.4080Delta0.2618Gamma65.02Leverage Ratio-0.0175Theta-0.0047Rho-26.53Eff Leverage0.0235Vega