1.26Open1.25Pre Close7 Volume632 Open Interest11.00Strike Price866.00Turnover73.22%IV2.97%PremiumDec 20, 2024Expiry Date0.90Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6530Delta0.2117Gamma8.08Leverage Ratio-0.0151Theta-0.0038Rho-5.28Eff Leverage0.0089Vega