0.56Open0.70Pre Close16 Volume830 Open Interest32.00Strike Price883.00Turnover16.32%IV1.69%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier25DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5393Delta0.2898Gamma53.35Leverage Ratio-0.0129Theta0.0115Rho28.77Eff Leverage0.0333Vega