0.25Open0.45Pre Close30 Volume12 Open Interest12.50Strike Price875.00Turnover252.02%IV18.85%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4836Delta0.0736Gamma6.95Leverage Ratio-0.0760Theta0.0015Rho3.36Eff Leverage0.0086Vega