0.83Open0.53Pre Close8.03K Volume4.98K Open Interest16.50Strike Price856.53KTurnover96.74%IV2.14%PremiumOct 18, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6080Delta0.2207Gamma15.16Leverage Ratio-0.0870Theta0.0011Rho9.22Eff Leverage0.0069Vega