0.12Open0.08Pre Close61 Volume794 Open Interest9.50Strike Price869.00Turnover64.92%IV5.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2276Delta0.5127Gamma142.64Leverage Ratio-0.0300Theta-0.0002Rho-32.47Eff Leverage0.0027Vega