0.03Open0.35Pre Close51 Volume421 Open Interest39.50Strike Price896.00Turnover115.07%IV1.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1306Delta0.4651Gamma1337.00Leverage Ratio-1.3394Theta0.0000Rho-174.56Eff Leverage0.0008Vega