0.10Open0.10Pre Close61 Volume671 Open Interest9.00Strike Price887.00Turnover52.53%IV16.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2070Delta0.2491Gamma63.08Leverage Ratio-0.0060Theta0.0012Rho13.06Eff Leverage0.0062Vega