0.40Open0.64Pre Close72 Volume1.29K Open Interest28.50Strike Price886.00Turnover148.83%IV0.11%PremiumJul 5, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7275Delta1.8419Gamma202.79Leverage Ratio-4.5749Theta0.0000Rho-147.54Eff Leverage0.0004Vega