0.04Open0.06Pre Close127 Volume612 Open Interest18.00Strike Price892.00Turnover33.86%IV0.78%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4073Delta1.4319Gamma225.75Leverage Ratio-0.0743Theta-0.0001Rho-91.94Eff Leverage0.0031Vega