0.40Open0.35Pre Close26 Volume77 Open Interest40.00Strike Price859.00Turnover47.85%IV1.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4718Delta0.3286Gamma89.02Leverage Ratio-0.2093Theta-0.0007Rho-42.01Eff Leverage0.0101Vega