0.05Open0.40Pre Close175 Volume218 Open Interest47.50Strike Price875.00Turnover16.56%IV6.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0528Delta0.0489Gamma1015.30Leverage Ratio-0.0044Theta-0.0016Rho-53.58Eff Leverage0.0143Vega