0.55Open0.60Pre Close16 Volume739 Open Interest12.50Strike Price886.00Turnover35.42%IV3.38%PremiumSep 20, 2024Expiry Date0.08Intrinsic Value100Multiplier21DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.5696Delta0.3662Gamma26.47Leverage Ratio-0.0111Theta0.0039Rho15.08Eff Leverage0.0119Vega