0.19Open0.12Pre Close37 Volume342 Open Interest14.00Strike Price857.00Turnover24.83%IV0.70%PremiumNov 15, 2024Expiry Date0.20Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6699Delta0.7132Gamma43.69Leverage Ratio-0.0136Theta0.0019Rho29.27Eff Leverage0.0074Vega