0.45Open0.55Pre Close19 Volume591 Open Interest1.50Strike Price899.00Turnover154.65%IV4.64%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier24DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8019Delta0.3571Gamma3.53Leverage Ratio-0.0046Theta0.0007Rho2.83Eff Leverage0.0014Vega