0.11Open0.40Pre Close86 Volume85 Open Interest47.00Strike Price861.00Turnover102.43%IV6.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2275Delta0.0692Gamma83.27Leverage Ratio-0.2591Theta-0.0008Rho-18.94Eff Leverage0.0128Vega