0.03Open0.03Pre Close366 Volume1.72K Open Interest550.00Strike Price856.00Turnover2729.83%IV8.31%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0004Gamma39987.33Leverage Ratio-135.8673Theta0.0000Rho-106.59Eff Leverage0.0001Vega