2.65Open1.80Pre Close3 Volume49 Open Interest17.50Strike Price885.00Turnover96.09%IV3.67%PremiumSep 20, 2024Expiry Date2.37Intrinsic Value100Multiplier6DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.8592Delta0.0892Gamma7.72Leverage Ratio-0.0463Theta0.0025Rho6.63Eff Leverage0.0058Vega