0.60Open0.68Pre Close17 Volume878 Open Interest52.50Strike Price859.00Turnover21.55%IV4.38%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2988Delta0.1215Gamma96.63Leverage Ratio-0.0218Theta0.0100Rho28.87Eff Leverage0.0460Vega