0.38Open0.64Pre Close23 Volume87 Open Interest11.50Strike Price887.00Turnover96.61%IV2.83%PremiumDec 20, 2024Expiry Date0.18Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.5457Delta0.3692Gamma21.56Leverage Ratio-0.0646Theta-0.0006Rho-11.77Eff Leverage0.0044Vega