3.30Open0.69Pre Close3 Volume2 Open Interest99.00Strike Price855.00Turnover71.18%IV3.04%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5147Delta0.0534Gamma34.30Leverage Ratio-0.3944Theta0.0054Rho17.65Eff Leverage0.0418Vega