0.22Open0.54Pre Close98.00K Volume84.47K Open Interest140.00Strike Price887.57KTurnover84.27%IV3.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0408Gamma1804.53Leverage Ratio-0.6989Theta0.0001Rho108.35Eff Leverage0.0041Vega