0.30Open0.30Pre Close49 Volume3.67K Open Interest90.00Strike Price874.00Turnover37.95%IV7.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0804Delta0.0355Gamma558.13Leverage Ratio-0.0475Theta0.0011Rho44.86Eff Leverage0.0165Vega