0.88Open0.75Pre Close10 Volume88 Open Interest26.00Strike Price890.00Turnover88.02%IV0.83%PremiumOct 11, 2024Expiry Date0.69Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5872Delta0.1573Gamma18.41Leverage Ratio-0.1109Theta-0.0019Rho-10.81Eff Leverage0.0110Vega