0.85Open0.91Pre Close11 Volume263 Open Interest49.00Strike Price891.00Turnover22.52%IV3.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.4058Delta0.1458Gamma64.21Leverage Ratio-0.0260Theta0.0113Rho26.06Eff Leverage0.0458Vega