0.05Open0.13Pre Close120 Volume989 Open Interest13.50Strike Price864.00Turnover76.52%IV10.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1349Delta0.2196Gamma189.38Leverage Ratio-0.0261Theta0.0002Rho25.54Eff Leverage0.0028Vega