0.65Open0.55Pre Close14 Volume161 Open Interest26.00Strike Price877.00Turnover40.68%IV2.19%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier6DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.5248Delta0.2885Gamma45.27Leverage Ratio-0.0478Theta0.0022Rho23.76Eff Leverage0.0135Vega