4.40Open5.50Pre Close2 Volume329 Open Interest110.00Strike Price880.00Turnover37.04%IV1.40%PremiumJul 19, 2024Expiry Date2.90Intrinsic Value100Multiplier16DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6097Delta0.0462Gamma21.86Leverage Ratio-0.0909Theta-0.0264Rho-13.33Eff Leverage0.0870Vega