2.93Open3.61Pre Close3 Volume17 Open Interest51.00Strike Price879.00Turnover64.32%IV1.24%PremiumOct 25, 2024Expiry Date2.27Intrinsic Value100Multiplier3DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.7720Delta0.0945Gamma19.48Leverage Ratio-0.1623Theta0.0034Rho15.04Eff Leverage0.0150Vega