0.20Open0.15Pre Close21 Volume67 Open Interest250.00Strike Price861.00Turnover58.93%IV8.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0716Delta0.0081Gamma546.51Leverage Ratio-0.2625Theta-0.0021Rho-39.14Eff Leverage0.0391Vega