0.20Open0.35Pre Close43 Volume648 Open Interest42.00Strike Price860.00Turnover19.62%IV3.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2093Delta0.1911Gamma232.40Leverage Ratio-0.0177Theta0.0030Rho48.64Eff Leverage0.0220Vega