0.39Open0.39Pre Close48 Volume135 Open Interest78.50Strike Price865.00Turnover20.64%IV1.99%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1735Delta0.1608Gamma532.93Leverage Ratio-0.0589Theta-0.0012Rho-92.45Eff Leverage0.0198Vega