0.12Open0.07Pre Close91 Volume418 Open Interest25.50Strike Price866.00Turnover84.04%IV9.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0872Delta0.0730Gamma280.60Leverage Ratio-0.0513Theta-0.0002Rho-24.45Eff Leverage0.0041Vega