4.40Open3.10Pre Close2 Volume29 Open Interest52.00Strike Price880.00Turnover37.91%IV0.31%PremiumAug 16, 2024Expiry Date4.25Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8746Delta0.0656Gamma10.85Leverage Ratio-0.0219Theta-0.0110Rho-9.49Eff Leverage0.0187Vega