0.05Open0.40Pre Close175 Volume218 Open Interest47.50Strike Price875.00Turnover16.68%IV6.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0530Delta0.0493Gamma1015.00Leverage Ratio-0.0045Theta-0.0016Rho-53.78Eff Leverage0.0142Vega