0.01Open0.01Pre Close857 Volume37.94K Open Interest2.50Strike Price857.00Turnover390.00%IV27.41%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0762Delta0.4610Gamma197.00Leverage Ratio-0.0360Theta0.0000Rho15.01Eff Leverage0.0001Vega