0.25Open0.20Pre Close29 Volume558 Open Interest42.50Strike Price875.00Turnover44.43%IV15.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1392Delta0.0497Gamma122.97Leverage Ratio-0.0188Theta0.0036Rho17.12Eff Leverage0.0223Vega