1.30Open1.65Pre Close6 Volume60 Open Interest45.00Strike Price880.00Turnover79.43%IV13.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.3715Delta0.0458Gamma21.67Leverage Ratio-0.0692Theta0.0085Rho8.05Eff Leverage0.0393Vega