0.46Open0.54Pre Close15 Volume109 Open Interest128.00Strike Price881.00Turnover36.59%IV3.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.1887Delta0.0599Gamma287.07Leverage Ratio-0.1912Theta-0.0021Rho-54.16Eff Leverage0.0333Vega