3.30Open0.69Pre Close3 Volume2 Open Interest99.00Strike Price855.00Turnover68.55%IV3.30%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5097Delta0.0555Gamma36.77Leverage Ratio-0.3797Theta0.0054Rho18.74Eff Leverage0.0418Vega