0.45Open0.59Pre Close20 Volume261 Open Interest24.00Strike Price859.00Turnover39.57%IV0.88%PremiumDec 13, 2024Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5564Delta0.5871Gamma73.51Leverage Ratio-0.0834Theta-0.0006Rho-40.90Eff Leverage0.0067Vega