2.70Open2.65Pre Close3 Volume85 Open Interest109.00Strike Price896.00Turnover52.62%IV0.57%PremiumDec 27, 2024Expiry Date2.49Intrinsic Value100Multiplier1DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8411Delta0.0946Gamma41.06Leverage Ratio-0.4570Theta0.0017Rho34.54Eff Leverage0.0118Vega