8.80Open7.65Pre Close1 Volume10 Open Interest105.00Strike Price880.00Turnover43.62%IV3.16%PremiumOct 18, 2024Expiry Date5.31Intrinsic Value100Multiplier21DDays to Expiry3.49Extrinsic Value100Contract SizeAmericanOptions Type0.7099Delta0.0299Gamma14.14Leverage Ratio-0.1050Theta0.0400Rho10.04Eff Leverage0.0899Vega