0.05Open0.07Pre Close176 Volume968 Open Interest65.00Strike Price876.00Turnover32.81%IV6.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0357Delta0.0365Gamma3047.00Leverage Ratio-0.0171Theta0.0002Rho108.65Eff Leverage0.0051Vega