0.46Open0.55Pre Close19 Volume372 Open Interest22.50Strike Price874.00Turnover72.88%IV7.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.3027Delta0.1154Gamma38.67Leverage Ratio-0.0476Theta-0.0022Rho-11.70Eff Leverage0.0145Vega