0.87Open1.00Pre Close10 Volume544 Open Interest40.00Strike Price861.00Turnover35.47%IV3.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4331Delta0.1380Gamma44.93Leverage Ratio-0.0393Theta0.0067Rho19.46Eff Leverage0.0316Vega