0.50Open0.40Pre Close17 Volume54 Open Interest48.00Strike Price855.00Turnover35.23%IV0.86%PremiumJan 10, 2025Expiry Date0.17Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5630Delta0.4065Gamma100.69Leverage Ratio-0.2151Theta-0.0008Rho-56.69Eff Leverage0.0108Vega