0.07Open0.06Pre Close118 Volume432 Open Interest26.50Strike Price897.00Turnover34.19%IV1.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.2177Delta0.4937Gamma359.33Leverage Ratio-0.0592Theta-0.0002Rho-78.21Eff Leverage0.0051Vega