0.07Open0.50Pre Close106 Volume394 Open Interest25.50Strike Price863.00Turnover85.40%IV8.40%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0890Delta0.0909Gamma369.87Leverage Ratio-0.0592Theta-0.0001Rho-32.93Eff Leverage0.0033Vega