0.55Open0.60Pre Close16 Volume739 Open Interest12.50Strike Price886.00Turnover33.79%IV2.85%PremiumSep 20, 2024Expiry Date0.14Intrinsic Value100Multiplier21DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.5847Delta0.3807Gamma25.28Leverage Ratio-0.0106Theta0.0040Rho14.78Eff Leverage0.0118Vega