0.55Open0.32Pre Close15 Volume283 Open Interest9.50Strike Price887.00Turnover88.74%IV-0.74%PremiumOct 18, 2024Expiry Date0.68Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9390Delta0.2887Gamma12.61Leverage Ratio-0.0100Theta-0.0002Rho-11.84Eff Leverage0.0006Vega