0.11Open0.11Pre Close96 Volume887 Open Interest552.50Strike Price894.00Turnover54.97%IV9.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0009Gamma8126.94Leverage Ratio-0.0675Theta-0.0003Rho-66.10Eff Leverage0.0104Vega