0.60Open0.55Pre Close16 Volume452 Open Interest70.00Strike Price884.00Turnover13.10%IV2.66%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.3388Delta0.1540Gamma130.95Leverage Ratio-0.0199Theta0.0159Rho44.37Eff Leverage0.0664Vega