79.24Open63.76Pre Close140 Volume227 Open Interest5990.00Strike Price857.37KTurnover240.33%IV0.03%PremiumDec 13, 2024Expiry Date61.09Intrinsic Value100Multiplier-1DDays to Expiry2.06Extrinsic Value100Contract SizeEuropeanOptions Type0.9959Delta0.0005Gamma100.94Leverage Ratio-151.4826Theta0.0002Rho100.52Eff Leverage0.0012Vega