1.05Open1.25Pre Close8 Volume624 Open Interest15.00Strike Price856.00Turnover28.98%IV0.50%PremiumNov 15, 2024Expiry Date1.04Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8215Delta0.2743Gamma12.58Leverage Ratio-0.0045Theta-0.0056Rho-10.33Eff Leverage0.0093Vega