0.18Open0.17Pre Close62 Volume891 Open Interest22.00Strike Price884.00Turnover36.31%IV1.51%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4242Delta0.6472Gamma118.22Leverage Ratio-0.0653Theta0.0005Rho50.15Eff Leverage0.0065Vega