0.10Open0.80Pre Close88 Volume1.15K Open Interest65.00Strike Price856.00Turnover192.50%IV17.01%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0397Delta0.0177Gamma741.33Leverage Ratio-0.2625Theta0.0000Rho29.45Eff Leverage0.0021Vega