2.81Open3.25Pre Close3 Volume27 Open Interest18.50Strike Price859.00Turnover217.45%IV-0.09%PremiumSep 13, 2024Expiry Date3.00Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8130Delta0.0659Gamma6.20Leverage Ratio-0.2050Theta0.0011Rho5.04Eff Leverage0.0050Vega