0.15Open0.15Pre Close57 Volume0 Open Interest53.00Strike Price860.00Turnover3.30%IV0.75%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4870Delta0.8677Gamma301.74Leverage Ratio-0.0070Theta0.0178Rho146.96Eff Leverage0.0556Vega