0.20Open0.20Pre Close22 Volume25 Open Interest22.50Strike Price870.00Turnover49.01%IV11.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2530Delta0.1306Gamma58.83Leverage Ratio-0.0189Theta0.0029Rho14.88Eff Leverage0.0160Vega