0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover28.80%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7052Delta0.2099Gamma73.06Leverage Ratio-0.2077Theta0.0026Rho51.52Eff Leverage0.0197Vega