0.45Open0.40Pre Close20 Volume151 Open Interest64.00Strike Price894.00Turnover32.42%IV1.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.3742Delta0.2419Gamma169.23Leverage Ratio-0.1616Theta0.0014Rho63.32Eff Leverage0.0183Vega