2.35Open5.80Pre Close4 Volume5 Open Interest72.50Strike Price895.00Turnover32.62%IV4.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4174Delta0.0560Gamma32.62Leverage Ratio-0.0405Theta-0.0245Rho-13.61Eff Leverage0.0840Vega