0.10Open0.14Pre Close61 Volume216 Open Interest50.00Strike Price861.00Turnover40.21%IV8.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0829Delta0.0397Gamma365.47Leverage Ratio-0.0255Theta-0.0013Rho-30.30Eff Leverage0.0146Vega