0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover26.53%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7064Delta0.2102Gamma73.06Leverage Ratio-0.1740Theta0.0031Rho51.61Eff Leverage0.0213Vega