0.20Open0.20Pre Close31 Volume266 Open Interest530.00Strike Price870.00Turnover20.22%IV9.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0029Gamma2154.44Leverage Ratio-0.0381Theta0.0064Rho59.17Eff Leverage0.0681Vega