2.97Open0.09Pre Close31 Volume340 Open Interest425.00Strike Price861.00Turnover94.58%IV11.68%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0061Delta0.0007Gamma2916.12Leverage Ratio-0.0500Theta-0.0001Rho-17.66Eff Leverage0.0046Vega