0.90Open0.90Pre Close9 Volume408 Open Interest80.00Strike Price859.00Turnover36.78%IV5.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.3596Delta0.0563Gamma49.74Leverage Ratio-0.0658Theta0.0144Rho17.88Eff Leverage0.0675Vega