0.07Open0.50Pre Close107 Volume394 Open Interest25.50Strike Price871.00Turnover96.19%IV8.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0818Delta0.0773Gamma372.27Leverage Ratio-0.0627Theta-0.0001Rho-30.46Eff Leverage0.0031Vega