0.45Open0.49Pre Close18 Volume42 Open Interest81.00Strike Price858.00Turnover24.96%IV1.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3242Delta0.2006Gamma213.68Leverage Ratio-0.1210Theta0.0021Rho69.28Eff Leverage0.0258Vega