2.50Open1.85Pre Close3 Volume111 Open Interest17.50Strike Price865.00Turnover658.01%IV2.40%PremiumDec 20, 2024Expiry Date3.36Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6211Delta0.0651Gamma3.07Leverage Ratio-0.9007Theta-0.0005Rho-1.91Eff Leverage0.0034Vega