0.83Open0.53Pre Close8.06K Volume4.98K Open Interest16.50Strike Price859.75KTurnover97.12%IV2.06%PremiumOct 18, 2024Expiry Date0.73Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6229Delta0.2165Gamma15.38Leverage Ratio-0.0866Theta0.0011Rho9.58Eff Leverage0.0069Vega