1.75Open2.64Pre Close5 Volume16 Open Interest24.50Strike Price875.00Turnover64.45%IV1.70%PremiumNov 29, 2024Expiry Date1.31Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.7952Delta0.1657Gamma16.92Leverage Ratio-0.0666Theta0.0020Rho13.46Eff Leverage0.0076Vega