1.09Open2.13Pre Close8 Volume290 Open Interest82.00Strike Price861.00Turnover82.49%IV0.31%PremiumDec 13, 2024Expiry Date0.70Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7071Delta0.2259Gamma95.61Leverage Ratio-1.4773Theta0.0003Rho67.61Eff Leverage0.0063Vega