0.07Open0.06Pre Close118 Volume433 Open Interest26.50Strike Price897.00Turnover36.20%IV1.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.2178Delta0.4941Gamma359.33Leverage Ratio-0.0657Theta-0.0002Rho-78.25Eff Leverage0.0048Vega