2.22Open2.80Pre Close4 Volume87 Open Interest62.50Strike Price863.00Turnover11.06%IV0.56%PremiumDec 20, 2024Expiry Date1.83Intrinsic Value100Multiplier25DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8698Delta0.1951Gamma32.36Leverage Ratio-0.0043Theta-0.0147Rho-28.14Eff Leverage0.0305Vega