0.67Open0.45Pre Close13 Volume89 Open Interest155.00Strike Price865.00Turnover33.56%IV11.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.0788Delta0.0099Gamma316.09Leverage Ratio-0.0441Theta-0.0083Rho-24.91Eff Leverage0.0652Vega