0.23Open0.10Pre Close35 Volume601 Open Interest4.00Strike Price869.00Turnover100.67%IV7.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.4688Delta0.7579Gamma22.40Leverage Ratio-0.0170Theta0.0003Rho10.50Eff Leverage0.0021Vega