2.95Open3.00Pre Close3 Volume4 Open Interest95.00Strike Price885.00Turnover101.37%IV20.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.95Extrinsic Value100Contract SizeAmericanOptions Type0.2540Delta0.0192Gamma35.31Leverage Ratio-0.1808Theta0.0075Rho8.97Eff Leverage0.0527Vega