0.60Open0.50Pre Close16 Volume50 Open Interest2.00Strike Price855.00Turnover67.25%IV-0.40%PremiumOct 18, 2024Expiry Date0.51Intrinsic Value100Multiplier19DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9426Delta0.2996Gamma4.78Leverage Ratio-0.0014Theta0.0010Rho4.51Eff Leverage0.0007Vega