0.90Open1.48Pre Close14 Volume195 Open Interest65.00Strike Price880.00Turnover56.80%IV3.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.3714Delta0.0867Gamma58.94Leverage Ratio-0.1631Theta0.0033Rho21.89Eff Leverage0.0290Vega