0.20Open0.05Pre Close44 Volume261 Open Interest36.00Strike Price881.00Turnover50.69%IV5.23%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2006Delta0.1532Gamma196.57Leverage Ratio-0.0651Theta0.0007Rho39.43Eff Leverage0.0101Vega