0.04Open0.06Pre Close127 Volume612 Open Interest18.00Strike Price892.00Turnover32.02%IV0.78%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4071Delta1.4309Gamma225.75Leverage Ratio-0.0663Theta-0.0002Rho-91.90Eff Leverage0.0033Vega