0.13Open0.22Pre Close61 Volume7.23K Open Interest67.00Strike Price863.00Turnover35.36%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1043Delta0.0846Gamma536.25Leverage Ratio-0.0561Theta0.0006Rho55.91Eff Leverage0.0109Vega