0.15Open0.35Pre Close69 Volume481 Open Interest98.00Strike Price893.00Turnover41.06%IV2.22%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2352Delta0.1176Gamma270.54Leverage Ratio-0.2653Theta0.0010Rho63.62Eff Leverage0.0196Vega