0.12Open0.12Pre Close85 Volume2.63K Open Interest12.50Strike Price867.00Turnover59.06%IV4.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1983Delta0.4202Gamma173.73Leverage Ratio-0.0346Theta-0.0002Rho-34.45Eff Leverage0.0031Vega