2.90Open3.30Pre Close3 Volume1.59K Open Interest22.50Strike Price873.00Turnover107.06%IV0.41%PremiumJan 17, 2025Expiry Date2.75Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8112Delta0.1006Gamma6.58Leverage Ratio-0.0594Theta-0.0027Rho-5.34Eff Leverage0.0068Vega