0.25Open0.21Pre Close16 Volume347 Open Interest24.00Strike Price855.00Turnover2697.28%IV0.90%PremiumOct 18, 2024Expiry Date0.69Intrinsic Value100Multiplier-1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8341Delta0.3610Gamma33.30Leverage Ratio-195.4368Theta0.0000Rho-27.77Eff Leverage0.0001Vega