0.40Open0.30Pre Close22 Volume588 Open Interest23.00Strike Price866.00Turnover39.40%IV7.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.2343Delta0.1264Gamma65.23Leverage Ratio-0.0156Theta-0.0035Rho-15.28Eff Leverage0.0189Vega