0.10Open0.14Pre Close61 Volume216 Open Interest50.00Strike Price861.00Turnover33.06%IV8.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0517Delta0.0336Gamma782.64Leverage Ratio-0.0143Theta-0.0008Rho-40.47Eff Leverage0.0101Vega