0.55Open0.60Pre Close16 Volume739 Open Interest12.50Strike Price886.00Turnover36.00%IV2.85%PremiumSep 20, 2024Expiry Date0.14Intrinsic Value100Multiplier21DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.5798Delta0.3570Gamma24.08Leverage Ratio-0.0112Theta0.0039Rho13.96Eff Leverage0.0119Vega