0.75Open0.45Pre Close15 Volume5 Open Interest16.50Strike Price876.00Turnover122.72%IV3.78%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.4352Delta0.2962Gamma37.02Leverage Ratio-0.2110Theta-0.0003Rho-16.11Eff Leverage0.0043Vega