0.65Open0.61Pre Close14 Volume1.84K Open Interest5.00Strike Price875.00Turnover81.93%IV8.78%PremiumJan 17, 2025Expiry Date0.24Intrinsic Value100Multiplier10DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.6607Delta0.4998Gamma12.33Leverage Ratio-0.0133Theta0.0009Rho8.15Eff Leverage0.0033Vega