0.46Open0.54Pre Close15 Volume109 Open Interest128.00Strike Price881.00Turnover36.52%IV3.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.1841Delta0.0591Gamma274.81Leverage Ratio-0.1875Theta-0.0020Rho-50.60Eff Leverage0.0328Vega