0.90Open0.65Pre Close12 Volume744 Open Interest40.00Strike Price859.00Turnover118.25%IV18.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.1650Delta0.0510Gamma86.25Leverage Ratio-0.1159Theta0.0008Rho14.23Eff Leverage0.0102Vega