2.80Open2.95Pre Close3 Volume6 Open Interest96.00Strike Price872.00Turnover76.49%IV14.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry2.95Extrinsic Value100Contract SizeAmericanOptions Type0.3594Delta0.0204Gamma21.68Leverage Ratio-0.1272Theta0.0207Rho7.79Eff Leverage0.0895Vega