0.78Open0.65Pre Close11 Volume969 Open Interest10.00Strike Price865.00Turnover68.99%IV5.77%PremiumDec 20, 2024Expiry Date0.29Intrinsic Value100Multiplier24DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5310Delta0.2320Gamma10.22Leverage Ratio-0.0136Theta-0.0035Rho-5.43Eff Leverage0.0099Vega