0.30Open0.45Pre Close30 Volume539 Open Interest10.00Strike Price883.00Turnover110.51%IV20.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1570Delta0.0879Gamma48.80Leverage Ratio-0.0217Theta-0.0008Rho-7.66Eff Leverage0.0059Vega