0.36Open0.40Pre Close30 Volume7.65K Open Interest15.00Strike Price894.00Turnover21.22%IV2.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5040Delta0.4789Gamma45.82Leverage Ratio-0.0075Theta0.0050Rho23.09Eff Leverage0.0157Vega