0.46Open0.48Pre Close19 Volume289 Open Interest4.50Strike Price868.00Turnover170.38%IV-0.20%PremiumDec 13, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8937Delta0.4924Gamma10.96Leverage Ratio-0.0474Theta0.0001Rho9.79Eff Leverage0.0004Vega