0.35Open0.20Pre Close25 Volume5.09K Open Interest70.00Strike Price875.00Turnover41.25%IV5.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1452Delta0.0633Gamma267.60Leverage Ratio-0.0782Theta-0.0014Rho-38.85Eff Leverage0.0199Vega