0.25Open0.28Pre Close147 Volume510 Open Interest39.00Strike Price868.00Turnover48.64%IV4.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1681Delta0.1700Gamma288.54Leverage Ratio-0.0765Theta0.0004Rho48.50Eff Leverage0.0076Vega