0.12Open0.07Pre Close91 Volume418 Open Interest25.50Strike Price866.00Turnover82.71%IV9.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0844Delta0.0726Gamma313.56Leverage Ratio-0.0491Theta-0.0002Rho-26.46Eff Leverage0.0040Vega