0.58Open0.55Pre Close15 Volume274 Open Interest3.50Strike Price876.00Turnover74.73%IV2.36%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier19DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8052Delta0.5495Gamma5.17Leverage Ratio-0.0033Theta-0.0012Rho-4.16Eff Leverage0.0019Vega