0.15Open0.90Pre Close85 Volume79 Open Interest12.50Strike Price863.00Turnover71.69%IV5.64%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1624Delta0.4122Gamma237.60Leverage Ratio-0.0387Theta0.0001Rho38.60Eff Leverage0.0020Vega