1.07Open1.25Pre Close8 Volume34 Open Interest20.00Strike Price856.00Turnover52.10%IV4.98%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier21DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.5444Delta0.1556Gamma18.67Leverage Ratio-0.0248Theta0.0058Rho10.16Eff Leverage0.0194Vega