0.03Open0.35Pre Close35 Volume421 Open Interest39.50Strike Price863.00Turnover56.24%IV1.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1615Delta0.4661Gamma497.63Leverage Ratio-0.3226Theta0.0000Rho-80.37Eff Leverage0.0023Vega