1.07Open1.25Pre Close8 Volume34 Open Interest20.00Strike Price856.00Turnover51.69%IV4.98%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier22DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.5445Delta0.1556Gamma18.67Leverage Ratio-0.0244Theta0.0059Rho10.17Eff Leverage0.0195Vega