4.96Open4.85Pre Close2 Volume299 Open Interest185.00Strike Price872.00Turnover37.69%IV0.77%PremiumDec 6, 2024Expiry Date2.35Intrinsic Value100Multiplier2DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6803Delta0.0749Gamma55.43Leverage Ratio-0.5360Theta-0.0056Rho-37.71Eff Leverage0.0454Vega