0.04Open0.04Pre Close317 Volume3.80K Open Interest62.00Strike Price856.00Turnover56.26%IV12.12%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0078Delta0.0056Gamma7054.00Leverage Ratio-0.0080Theta0.0000Rho-54.98Eff Leverage0.0015Vega