4.27Open5.50Pre Close2 Volume5 Open Interest5.00Strike Price854.00Turnover142.54%IV2.43%PremiumNov 15, 2024Expiry Date4.05Intrinsic Value100Multiplier21DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9722Delta0.0207Gamma2.21Leverage Ratio-0.0052Theta0.0027Rho2.15Eff Leverage0.0014Vega