0.02Open0.04Pre Close389 Volume828 Open Interest5.50Strike Price876.00Turnover128.82%IV24.69%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.2385Gamma221.75Leverage Ratio-0.0100Theta0.0000Rho17.12Eff Leverage0.0007Vega