0.90Open0.90Pre Close9 Volume408 Open Interest80.00Strike Price859.00Turnover35.95%IV5.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.3599Delta0.0564Gamma49.74Leverage Ratio-0.0630Theta0.0150Rho17.90Eff Leverage0.0690Vega