0.12Open0.08Pre Close61 Volume794 Open Interest9.50Strike Price869.00Turnover66.27%IV4.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2240Delta0.4978Gamma123.81Leverage Ratio-0.0304Theta-0.0002Rho-27.73Eff Leverage0.0027Vega