0.46Open0.59Pre Close25 Volume280 Open Interest31.00Strike Price887.00Turnover65.91%IV-0.10%PremiumDec 27, 2024Expiry Date0.45Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7093Delta0.4349Gamma51.78Leverage Ratio-0.2430Theta-0.0003Rho-36.73Eff Leverage0.0041Vega