0.07Open0.50Pre Close107 Volume394 Open Interest25.50Strike Price871.00Turnover93.18%IV8.96%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0841Delta0.0814Gamma372.28Leverage Ratio-0.0621Theta-0.0001Rho-31.30Eff Leverage0.0031Vega