0.87Open0.55Pre Close10 Volume18 Open Interest11.00Strike Price866.00Turnover47.01%IV2.33%PremiumNov 22, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9168Delta0.3493Gamma19.30Leverage Ratio-0.0135Theta0.0006Rho17.69Eff Leverage0.0014Vega