4.90Open5.90Pre Close2 Volume6 Open Interest512.50Strike Price880.00Turnover71.91%IV6.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type0.2397Delta0.0082Gamma93.79Leverage Ratio-1.4019Theta0.0132Rho22.48Eff Leverage0.1638Vega