0.70Open0.85Pre Close12 Volume300 Open Interest120.00Strike Price895.00Turnover26.57%IV4.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.2041Delta0.0492Gamma191.46Leverage Ratio-0.0714Theta-0.0072Rho-39.07Eff Leverage0.0614Vega