0.88Open0.58Pre Close10 Volume43 Open Interest28.50Strike Price880.00Turnover34.12%IV0.77%PremiumDec 27, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6990Delta0.3418Gamma34.79Leverage Ratio-0.0419Theta-0.0020Rho-24.32Eff Leverage0.0105Vega