1.09Open2.13Pre Close8 Volume290 Open Interest82.00Strike Price861.00Turnover47.15%IV0.08%PremiumDec 13, 2024Expiry Date0.89Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8324Delta0.2875Gamma82.89Leverage Ratio-0.6096Theta0.0003Rho69.00Eff Leverage0.0046Vega