0.35Open0.17Pre Close26 Volume656 Open Interest42.50Strike Price876.00Turnover36.87%IV10.70%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1679Delta0.0718Gamma128.93Leverage Ratio-0.0209Theta0.0037Rho21.64Eff Leverage0.0238Vega