0.25Open0.40Pre Close27 Volume80 Open Interest3.00Strike Price869.00Turnover635.94%IV1.11%PremiumNov 29, 2024Expiry Date0.30Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6514Delta0.6445Gamma6.43Leverage Ratio-0.2652Theta0.0000Rho-4.19Eff Leverage0.0003Vega