0.60Open0.15Pre Close16 Volume156 Open Interest5.00Strike Price882.00Turnover95.09%IV3.42%PremiumAug 16, 2024Expiry Date0.27Intrinsic Value100Multiplier8DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6730Delta0.4801Gamma11.71Leverage Ratio-0.0174Theta0.0007Rho7.88Eff Leverage0.0029Vega