0.49Open0.45Pre Close21 Volume543 Open Interest40.00Strike Price869.00Turnover39.00%IV5.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.2466Delta0.1279Gamma109.23Leverage Ratio-0.0403Theta0.0025Rho26.93Eff Leverage0.0199Vega