0.09Open0.10Pre Close109 Volume176 Open Interest15.00Strike Price887.00Turnover222.89%IV27.24%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0410Delta0.0225Gamma293.14Leverage Ratio-0.0517Theta-0.0001Rho-12.03Eff Leverage0.0015Vega