0.70Open0.85Pre Close12 Volume300 Open Interest120.00Strike Price895.00Turnover26.56%IV4.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.1855Delta0.0462Gamma199.55Leverage Ratio-0.0674Theta-0.0066Rho-37.01Eff Leverage0.0582Vega