4.43Open2.50Pre Close2 Volume105 Open Interest60.00Strike Price859.00Turnover47.74%IV2.57%PremiumDec 20, 2024Expiry Date2.55Intrinsic Value100Multiplier20DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type0.6728Delta0.0513Gamma14.55Leverage Ratio-0.0678Theta0.0210Rho9.79Eff Leverage0.0532Vega