0.04Open0.04Pre Close244 Volume692 Open Interest9.00Strike Price871.00Turnover87.45%IV11.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0766Delta0.1707Gamma336.67Leverage Ratio-0.0165Theta-0.0001Rho-25.78Eff Leverage0.0014Vega