1.20Open0.85Pre Close7 Volume105 Open Interest22.50Strike Price854.00Turnover44.21%IV0.56%PremiumJan 17, 2025Expiry Date1.15Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8036Delta0.2235Gamma16.81Leverage Ratio-0.0252Theta-0.0027Rho-13.51Eff Leverage0.0079Vega