2.93Open3.61Pre Close3 Volume17 Open Interest51.00Strike Price879.00Turnover62.02%IV1.30%PremiumOct 25, 2024Expiry Date2.24Intrinsic Value100Multiplier3DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7690Delta0.0990Gamma20.09Leverage Ratio-0.1578Theta0.0033Rho15.45Eff Leverage0.0151Vega