0.40Open0.45Pre Close46 Volume42 Open Interest22.50Strike Price872.00Turnover45.14%IV4.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1860Delta0.2668Gamma215.50Leverage Ratio-0.0351Theta0.0004Rho40.08Eff Leverage0.0060Vega