3.50Open2.90Pre Close3 Volume57 Open Interest180.00Strike Price885.00Turnover29.60%IV0.77%PremiumOct 11, 2024Expiry Date1.15Intrinsic Value100Multiplier3DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type0.5959Delta0.0793Gamma70.35Leverage Ratio-0.3545Theta0.0087Rho41.92Eff Leverage0.0639Vega