3.30Open0.69Pre Close3 Volume2 Open Interest99.00Strike Price855.00Turnover67.96%IV3.32%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5040Delta0.0560Gamma36.76Leverage Ratio-0.3761Theta0.0053Rho18.53Eff Leverage0.0418Vega