2.93Open3.61Pre Close3 Volume17 Open Interest51.00Strike Price879.00Turnover61.37%IV1.16%PremiumOct 25, 2024Expiry Date2.31Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.7713Delta0.0995Gamma18.90Leverage Ratio-0.1552Theta0.0033Rho14.58Eff Leverage0.0150Vega