8.77Open8.23Pre Close1 Volume4 Open Interest89.00Strike Price877.00Turnover66.20%IV0.35%PremiumOct 4, 2024Expiry Date8.43Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9576Delta0.0173Gamma11.40Leverage Ratio-0.0863Theta0.0055Rho10.91Eff Leverage0.0071Vega