0.45Open0.40Pre Close20 Volume151 Open Interest64.00Strike Price894.00Turnover33.45%IV1.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.3665Delta0.2332Gamma169.26Leverage Ratio-0.1650Theta0.0013Rho62.03Eff Leverage0.0182Vega