0.40Open0.40Pre Close20 Volume0 Open Interest20.50Strike Price874.00Turnover127.33%IV6.83%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3460Delta0.1907Gamma52.29Leverage Ratio-0.1819Theta0.0004Rho18.09Eff Leverage0.0056Vega