0.30Open0.22Pre Close38 Volume908 Open Interest23.50Strike Price871.00Turnover69.47%IV0.36%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6597Delta1.0518Gamma127.54Leverage Ratio-0.3989Theta0.0001Rho84.14Eff Leverage0.0018Vega