0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover29.80%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.2097Gamma73.06Leverage Ratio-0.2240Theta0.0025Rho51.49Eff Leverage0.0191Vega