0.45Open0.10Pre Close21 Volume121 Open Interest152.00Strike Price885.00Turnover24.86%IV2.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0936Delta0.0726Gamma1488.90Leverage Ratio-0.0972Theta0.0005Rho139.34Eff Leverage0.0155Vega