0.06Open0.20Pre Close72 Volume706 Open Interest8.50Strike Price877.00Turnover128.09%IV7.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3165Delta0.4320Gamma50.31Leverage Ratio-0.0688Theta0.0002Rho15.92Eff Leverage0.0023Vega