0.95Open1.13Pre Close10 Volume33 Open Interest12.50Strike Price875.00Turnover53.23%IV5.56%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier27DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.5596Delta0.2149Gamma15.75Leverage Ratio-0.0141Theta0.0047Rho8.81Eff Leverage0.0136Vega