0.45Open0.95Pre Close14 Volume99 Open Interest37.00Strike Price877.00Turnover507.57%IV0.19%PremiumDec 13, 2024Expiry Date0.68Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9660Delta0.2031Gamma55.82Leverage Ratio-9.5626Theta0.0000Rho53.92Eff Leverage0.0001Vega