0.03Open0.35Pre Close51 Volume421 Open Interest39.50Strike Price896.00Turnover116.53%IV1.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1265Delta0.4381Gamma1337.83Leverage Ratio-1.2944Theta0.0000Rho-169.29Eff Leverage0.0008Vega