4.29Open2.65Pre Close2 Volume307 Open Interest150.00Strike Price858.00Turnover38.82%IV5.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.29Extrinsic Value100Contract SizeAmericanOptions Type-0.3684Delta0.0265Gamma40.46Leverage Ratio-0.1240Theta-0.0308Rho-14.91Eff Leverage0.1383Vega