0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover29.19%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7050Delta0.2098Gamma73.06Leverage Ratio-0.2141Theta0.0026Rho51.51Eff Leverage0.0194Vega