0.20Open0.25Pre Close19 Volume160 Open Interest115.00Strike Price886.00Turnover53.14%IV7.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.1849Delta0.0373Gamma154.39Leverage Ratio-0.1712Theta0.0030Rho28.54Eff Leverage0.0359Vega