3.07Open2.90Pre Close3 Volume33 Open Interest82.00Strike Price872.00Turnover29.72%IV2.51%PremiumAug 16, 2024Expiry Date0.66Intrinsic Value100Multiplier25DDays to Expiry2.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5111Delta0.0636Gamma29.58Leverage Ratio-0.0452Theta-0.0256Rho-15.12Eff Leverage0.0852Vega