0.10Open0.15Pre Close149 Volume325 Open Interest48.00Strike Price860.00Turnover120.78%IV6.97%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0431Delta0.0531Gamma1496.67Leverage Ratio-0.2027Theta0.0000Rho64.58Eff Leverage0.0013Vega