0.87Open1.00Pre Close10 Volume544 Open Interest40.00Strike Price861.00Turnover34.99%IV3.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4522Delta0.1403Gamma45.01Leverage Ratio-0.0393Theta0.0071Rho20.35Eff Leverage0.0320Vega