0.16Open0.25Pre Close29 Volume302 Open Interest570.00Strike Price874.00Turnover28.30%IV5.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0346Delta0.0052Gamma2709.95Leverage Ratio-0.1351Theta0.0017Rho93.64Eff Leverage0.0400Vega