0.60Open0.45Pre Close24 Volume124 Open Interest48.00Strike Price872.00Turnover19.89%IV1.41%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.3608Delta0.3804Gamma197.22Leverage Ratio-0.0493Theta-0.0017Rho-71.16Eff Leverage0.0186Vega