0.07Open0.50Pre Close107 Volume394 Open Interest25.50Strike Price871.00Turnover94.61%IV9.00%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0831Delta0.0796Gamma372.47Leverage Ratio-0.0625Theta-0.0001Rho-30.95Eff Leverage0.0031Vega