0.10Open0.40Pre Close118 Volume212 Open Interest9.50Strike Price867.00Turnover54.71%IV4.35%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2884Delta0.6653Gamma102.11Leverage Ratio-0.0244Theta0.0003Rho29.45Eff Leverage0.0032Vega