4.40Open4.90Pre Close2 Volume3 Open Interest105.00Strike Price880.00Turnover35.48%IV2.50%PremiumOct 18, 2024Expiry Date1.73Intrinsic Value100Multiplier12DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type0.6225Delta0.0557Gamma28.46Leverage Ratio-0.1200Theta0.0204Rho17.72Eff Leverage0.0731Vega