0.06Open0.05Pre Close130 Volume144 Open Interest84.00Strike Price886.00Turnover49.02%IV13.84%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0070Gamma4921.33Leverage Ratio-0.0097Theta0.0001Rho53.71Eff Leverage0.0024Vega