0.55Open0.90Pre Close24 Volume185 Open Interest56.00Strike Price880.00Turnover9.28%IV0.09%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8077Delta0.7579Gamma160.86Leverage Ratio-0.0344Theta0.0021Rho129.92Eff Leverage0.0106Vega