0.25Open0.15Pre Close20 Volume101 Open Interest85.00Strike Price867.00Turnover45.65%IV2.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3197Delta0.0922Gamma105.07Leverage Ratio-0.2074Theta-0.0026Rho-33.59Eff Leverage0.0304Vega