0.07Open0.07Pre Close145 Volume777 Open Interest5.00Strike Price863.00Turnover112.02%IV2.02%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.4422Delta1.6910Gamma66.13Leverage Ratio-0.0736Theta0.0000Rho29.24Eff Leverage0.0008Vega