3.00Open5.80Pre Close3 Volume45 Open Interest45.00Strike Price875.00Turnover31.83%IV1.20%PremiumOct 18, 2024Expiry Date2.49Intrinsic Value100Multiplier21DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7566Delta0.1016Gamma14.92Leverage Ratio-0.0208Theta-0.0148Rho-11.28Eff Leverage0.0316Vega