0.88Open2.30Pre Close10 Volume5 Open Interest85.00Strike Price865.00Turnover30.50%IV0.00%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7044Delta0.2097Gamma73.06Leverage Ratio-0.2357Theta0.0023Rho51.47Eff Leverage0.0186Vega