2.54Open3.40Pre Close4 Volume39 Open Interest130.00Strike Price854.00Turnover21.61%IV0.72%PremiumDec 6, 2024Expiry Date1.10Intrinsic Value100Multiplier4DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.6653Delta0.1222Gamma69.00Leverage Ratio-0.1527Theta0.0094Rho45.90Eff Leverage0.0502Vega