0.37Open0.75Pre Close23 Volume19 Open Interest33.00Strike Price868.00Turnover53.18%IV13.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.1322Delta0.0431Gamma107.97Leverage Ratio-0.0232Theta-0.0030Rho-14.27Eff Leverage0.0200Vega