0.86Open0.80Pre Close10 Volume84 Open Interest25.00Strike Price860.00Turnover40.24%IV4.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.4922Delta0.1781Gamma30.06Leverage Ratio-0.0260Theta0.0057Rho14.80Eff Leverage0.0222Vega