0.25Open0.26Pre Close93 Volume856 Open Interest120.00Strike Price877.00Turnover13.60%IV3.33%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0703Delta0.0554Gamma1549.33Leverage Ratio-0.0191Theta0.0019Rho108.91Eff Leverage0.0240Vega