0.15Open0.20Pre Close44 Volume430 Open Interest240.00Strike Price877.00Turnover51.16%IV12.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0260Delta0.0032Gamma1438.95Leverage Ratio-0.0766Theta-0.0012Rho-37.42Eff Leverage0.0222Vega