0.79Open0.80Pre Close11 Volume190 Open Interest11.00Strike Price860.00Turnover37.09%IV1.47%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier17DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.7436Delta0.3498Gamma16.47Leverage Ratio-0.0098Theta0.0036Rho12.25Eff Leverage0.0080Vega