0.10Open0.15Pre Close149 Volume242 Open Interest48.00Strike Price860.00Turnover98.49%IV6.97%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0432Delta0.0531Gamma1496.67Leverage Ratio-0.1349Theta0.0000Rho64.59Eff Leverage0.0016Vega