2.87Open5.98Pre Close3 Volume321 Open Interest95.00Strike Price861.00Turnover37.54%IV0.33%PremiumDec 20, 2024Expiry Date2.55Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8180Delta0.0903Gamma33.99Leverage Ratio-0.1767Theta0.0049Rho27.80Eff Leverage0.0206Vega