0.15Open0.30Pre Close62 Volume76 Open Interest5.50Strike Price881.00Turnover4296.29%IV0.56%PremiumOct 11, 2024Expiry Date0.11Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5978Delta0.9685Gamma23.96Leverage Ratio-72.7314Theta0.0000Rho-14.32Eff Leverage0.0000Vega