2.93Open3.63Pre Close3 Volume538 Open Interest68.00Strike Price857.00Turnover30.16%IV0.11%PremiumOct 25, 2024Expiry Date2.87Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9215Delta0.0693Gamma23.82Leverage Ratio-0.0474Theta0.0061Rho21.95Eff Leverage0.0103Vega