0.87Open1.00Pre Close10 Volume544 Open Interest40.00Strike Price861.00Turnover35.81%IV3.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4306Delta0.1367Gamma44.98Leverage Ratio-0.0396Theta0.0067Rho19.37Eff Leverage0.0315Vega