0.12Open0.08Pre Close61 Volume794 Open Interest9.50Strike Price869.00Turnover63.24%IV5.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2216Delta0.5197Gamma124.06Leverage Ratio-0.0288Theta-0.0002Rho-27.50Eff Leverage0.0027Vega