0.15Open0.60Pre Close40 Volume269 Open Interest189.00Strike Price867.00Turnover11.28%IV1.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2156Delta0.1325Gamma693.15Leverage Ratio-0.0865Theta0.0044Rho149.42Eff Leverage0.0572Vega