0.70Open0.40Pre Close11 Volume1.08K Open Interest8.00Strike Price865.00Turnover67.46%IV3.73%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier11DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.7334Delta0.3255Gamma11.44Leverage Ratio-0.0157Theta0.0017Rho8.39Eff Leverage0.0049Vega