0.87Open1.16Pre Close8 Volume722 Open Interest140.00Strike Price867.00Turnover16.74%IV1.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.3730Delta0.0937Gamma141.90Leverage Ratio-0.0763Theta0.0154Rho52.93Eff Leverage0.0914Vega