0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover29.39%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7049Delta0.2098Gamma73.06Leverage Ratio-0.2172Theta0.0025Rho51.50Eff Leverage0.0193Vega