0.19Open0.18Pre Close19.64K Volume3.57K Open Interest92.00Strike Price880.25KTurnover15.80%IV0.26%PremiumDec 27, 2024Expiry Date0.68Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7123Delta0.2642Gamma98.07Leverage Ratio-0.0912Theta0.0051Rho69.86Eff Leverage0.0278Vega