0.85Open0.75Pre Close10 Volume94 Open Interest44.00Strike Price896.00Turnover43.72%IV1.86%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.4878Delta0.1807Gamma50.27Leverage Ratio-0.0943Theta-0.0027Rho-24.52Eff Leverage0.0202Vega