0.05Open0.07Pre Close79 Volume640 Open Interest42.00Strike Price863.00Turnover37.29%IV2.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.2333Delta0.2562Gamma268.41Leverage Ratio-0.0938Theta-0.0005Rho-62.62Eff Leverage0.0098Vega