0.25Open0.27Pre Close39 Volume270 Open Interest4.00Strike Price877.00Turnover84.89%IV10.26%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.3637Delta0.4644Gamma18.62Leverage Ratio-0.0079Theta-0.0008Rho-6.77Eff Leverage0.0036Vega