8.76Open6.60Pre Close1 Volume33 Open Interest87.50Strike Price876.00Turnover58.70%IV4.11%PremiumNov 15, 2024Expiry Date4.96Intrinsic Value100Multiplier25DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.6747Delta0.0251Gamma10.81Leverage Ratio-0.1088Theta0.0375Rho7.30Eff Leverage0.0879Vega