0.85Open1.20Pre Close10 Volume214 Open Interest45.00Strike Price895.00Turnover36.22%IV1.89%PremiumSep 20, 2024Expiry Date0.10Intrinsic Value100Multiplier7DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.5005Delta0.1737Gamma47.26Leverage Ratio-0.0622Theta-0.0042Rho-23.65Eff Leverage0.0254Vega