0.08Open0.20Pre Close125 Volume10.82K Open Interest10.00Strike Price876.00Turnover30.52%IV1.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.4028Delta1.0918Gamma99.00Leverage Ratio-0.0148Theta0.0005Rho39.88Eff Leverage0.0045Vega