0.45Open0.31Pre Close21 Volume2.55K Open Interest18.00Strike Price875.00Turnover16.00%IV0.77%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6849Delta0.4979Gamma38.48Leverage Ratio-0.0073Theta0.0072Rho26.36Eff Leverage0.0158Vega