0.40Open0.31Pre Close25 Volume509 Open Interest91.00Strike Price875.00Turnover31.81%IV3.54%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1582Delta0.0879Gamma391.64Leverage Ratio-0.0946Theta0.0013Rho61.96Eff Leverage0.0209Vega