0.47Open0.18Pre Close32 Volume343 Open Interest115.00Strike Price896.00Turnover36.03%IV1.92%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.2138Delta0.1155Gamma377.23Leverage Ratio-0.2819Theta-0.0009Rho-80.65Eff Leverage0.0204Vega