0.37Open0.17Pre Close70 Volume831 Open Interest137.00Strike Price875.00Turnover74.35%IV4.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0251Gamma2378.18Leverage Ratio-0.3083Theta0.0001Rho95.29Eff Leverage0.0040Vega