1.68Open1.69Pre Close6 Volume32 Open Interest28.00Strike Price873.00Turnover25.39%IV0.55%PremiumNov 29, 2024Expiry Date1.25Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9498Delta0.1321Gamma22.50Leverage Ratio-0.0120Theta0.0029Rho21.37Eff Leverage0.0032Vega