0.43Open1.05Pre Close28 Volume80 Open Interest225.00Strike Price866.00Turnover20.95%IV2.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0569Delta0.0372Gamma3063.33Leverage Ratio-0.0734Theta-0.0005Rho-174.24Eff Leverage0.0167Vega