2.66Open3.20Pre Close3 Volume46 Open Interest45.00Strike Price854.00Turnover37.61%IV3.54%PremiumOct 18, 2024Expiry Date1.30Intrinsic Value100Multiplier20DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type0.6550Delta0.0909Gamma19.29Leverage Ratio-0.0419Theta0.0151Rho12.64Eff Leverage0.0397Vega