0.35Open0.47Pre Close21 Volume94 Open Interest47.00Strike Price875.00Turnover37.03%IV8.65%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.1506Delta0.0543Gamma145.69Leverage Ratio-0.0256Theta-0.0038Rho-21.94Eff Leverage0.0272Vega