8.80Open11.95Pre Close1 Volume47 Open Interest165.00Strike Price880.00Turnover32.87%IV1.04%PremiumOct 18, 2024Expiry Date7.01Intrinsic Value100Multiplier11DDays to Expiry1.79Extrinsic Value100Contract SizeAmericanOptions Type0.7773Delta0.0295Gamma20.00Leverage Ratio-0.1471Theta0.0400Rho15.55Eff Leverage0.0917Vega