0.20Open0.05Pre Close44 Volume261 Open Interest36.00Strike Price881.00Turnover50.49%IV5.36%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2011Delta0.1540Gamma196.34Leverage Ratio-0.0650Theta0.0007Rho39.49Eff Leverage0.0101Vega