0.03Open0.35Pre Close51 Volume421 Open Interest39.50Strike Price896.00Turnover465.30%IV1.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1379Delta0.5163Gamma1331.33Leverage Ratio-24.3146Theta0.0000Rho-183.58Eff Leverage0.0002Vega