2.50Open2.06Pre Close6 Volume20 Open Interest292.50Strike Price863.00Turnover14.30%IV0.86%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.3504Delta0.0862Gamma286.83Leverage Ratio-0.2105Theta-0.0098Rho-100.51Eff Leverage0.1116Vega