0.48Open0.60Pre Close12 Volume50 Open Interest90.00Strike Price894.00Turnover23.21%IV5.81%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2177Delta0.0621Gamma149.32Leverage Ratio-0.0360Theta0.0103Rho32.51Eff Leverage0.0601Vega