5.63Open5.91Pre Close1.86K Volume4.30K Open Interest25.00Strike Price855.01KTurnover9951.37%IV-0.21%PremiumNov 29, 2024Expiry Date4.05Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9342Delta0.0426Gamma7.00Leverage Ratio-473.4118Theta0.0000Rho6.54Eff Leverage0.0000Vega