1.70Open1.80Pre Close5 Volume587 Open Interest12.00Strike Price853.00Turnover158.50%IV2.83%PremiumNov 8, 2024Expiry Date1.40Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8055Delta0.1950Gamma6.88Leverage Ratio-0.0740Theta-0.0006Rho-5.54Eff Leverage0.0025Vega