0.65Open0.55Pre Close14 Volume161 Open Interest26.00Strike Price877.00Turnover45.35%IV2.19%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier5DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.5237Delta0.2876Gamma45.27Leverage Ratio-0.0595Theta0.0018Rho23.71Eff Leverage0.0122Vega