0.03Open0.06Pre Close222 Volume75 Open Interest31.00Strike Price865.00Turnover39.56%IV5.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0837Delta0.1197Gamma653.80Leverage Ratio-0.0251Theta-0.0003Rho-54.74Eff Leverage0.0050Vega