0.11Open0.11Pre Close71 Volume1.18K Open Interest22.00Strike Price877.00Turnover18.31%IV0.98%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.4544Delta0.9300Gamma146.30Leverage Ratio-0.0232Theta0.0011Rho66.47Eff Leverage0.0092Vega