0.93Open0.74Pre Close7 Volume37 Open Interest28.50Strike Price876.00Turnover36.89%IV0.18%PremiumSep 27, 2024Expiry Date1.25Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9009Delta0.1717Gamma22.88Leverage Ratio-0.0298Theta0.0022Rho20.61Eff Leverage0.0048Vega