0.32Open0.50Pre Close25 Volume319 Open Interest415.00Strike Price877.00Turnover43.93%IV6.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.0657Delta0.0080Gamma984.61Leverage Ratio-0.2810Theta0.0022Rho64.65Eff Leverage0.0463Vega