0.52Open0.65Pre Close17 Volume606 Open Interest18.00Strike Price870.00Turnover26.87%IV2.09%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier24DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5779Delta0.3147Gamma30.25Leverage Ratio-0.0115Theta0.0064Rho17.48Eff Leverage0.0181Vega