0.51Open0.36Pre Close18 Volume200 Open Interest32.00Strike Price878.00Turnover32.18%IV5.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3229Delta0.1617Gamma68.47Leverage Ratio-0.0231Theta0.0048Rho22.11Eff Leverage0.0248Vega