8.65Open9.52Pre Close1 Volume24 Open Interest240.00Strike Price865.00Turnover46.69%IV8.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry8.65Extrinsic Value100Contract SizeAmericanOptions Type0.3807Delta0.0129Gamma31.33Leverage Ratio-0.2113Theta0.0612Rho11.93Eff Leverage0.2410Vega