0.40Open0.50Pre Close23 Volume565 Open Interest100.00Strike Price861.00Turnover27.56%IV9.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.0946Delta0.0206Gamma292.32Leverage Ratio-0.0243Theta-0.0069Rho-27.66Eff Leverage0.0500Vega