0.34Open0.40Pre Close33 Volume1.14K Open Interest22.50Strike Price893.00Turnover81.95%IV23.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.1377Delta0.0717Gamma92.30Leverage Ratio-0.0226Theta0.0010Rho12.71Eff Leverage0.0082Vega