0.11Open0.12Pre Close119 Volume460 Open Interest45.50Strike Price863.00Turnover55.57%IV5.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0925Delta0.0936Gamma452.37Leverage Ratio-0.0611Theta0.0002Rho41.84Eff Leverage0.0053Vega