0.49Open0.51Pre Close15 Volume230 Open Interest27.00Strike Price872.00Turnover61.07%IV3.30%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.4266Delta0.2770Gamma62.07Leverage Ratio-0.1128Theta0.0008Rho26.48Eff Leverage0.0091Vega