5.95Open5.78Pre Close1.81K Volume2.21K Open Interest144.00Strike Price881.11KTurnover40.02%IV0.36%PremiumDec 6, 2024Expiry Date3.74Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7810Delta0.0643Gamma32.81Leverage Ratio-0.2711Theta-0.0067Rho-25.62Eff Leverage0.0341Vega