4.62Open4.83Pre Close2 Volume33 Open Interest20.00Strike Price872.00Turnover243.08%IV0.25%PremiumDec 13, 2024Expiry Date4.06Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8862Delta0.0691Gamma3.80Leverage Ratio-0.1169Theta-0.0008Rho-3.36Eff Leverage0.0022Vega