2.60Open3.60Pre Close3 Volume2.35K Open Interest30.00Strike Price880.00Turnover116.89%IV-2.21%PremiumJan 17, 2025Expiry Date4.36Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8826Delta0.0475Gamma7.43Leverage Ratio-0.1051Theta0.0027Rho6.56Eff Leverage0.0070Vega