0.45Open0.31Pre Close21 Volume2.55K Open Interest18.00Strike Price875.00Turnover16.14%IV0.77%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6843Delta0.4974Gamma38.48Leverage Ratio-0.0074Theta0.0071Rho26.33Eff Leverage0.0157Vega