0.83Open0.53Pre Close8.03K Volume4.98K Open Interest16.50Strike Price856.53KTurnover97.12%IV2.21%PremiumOct 18, 2024Expiry Date0.77Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6229Delta0.2165Gamma15.22Leverage Ratio-0.0866Theta0.0011Rho9.48Eff Leverage0.0069Vega