0.05Open0.35Pre Close165 Volume63 Open Interest95.00Strike Price860.00Turnover106.47%IV46.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0061Delta0.0004Gamma1777.00Leverage Ratio-0.0169Theta-0.0006Rho-10.79Eff Leverage0.0076Vega