0.15Open0.60Pre Close40 Volume269 Open Interest189.00Strike Price867.00Turnover11.39%IV1.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2155Delta0.1324Gamma693.15Leverage Ratio-0.0881Theta0.0043Rho149.36Eff Leverage0.0567Vega