0.05Open0.11Pre Close330 Volume770 Open Interest8.50Strike Price887.00Turnover132.07%IV17.04%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0810Delta0.1063Gamma185.64Leverage Ratio-0.0248Theta-0.0001Rho-15.04Eff Leverage0.0016Vega