0.83Open0.53Pre Close8.07K Volume4.98K Open Interest16.50Strike Price861.23KTurnover98.24%IV2.64%PremiumOct 18, 2024Expiry Date0.53Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6071Delta0.2176Gamma17.29Leverage Ratio-0.0884Theta0.0011Rho10.50Eff Leverage0.0069Vega