0.35Open0.50Pre Close26 Volume154 Open Interest40.00Strike Price877.00Turnover54.41%IV9.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1446Delta0.0817Gamma184.25Leverage Ratio-0.0449Theta0.0010Rho26.65Eff Leverage0.0116Vega