2.20Open2.55Pre Close4 Volume207 Open Interest7.50Strike Price880.00Turnover152.89%IV2.57%PremiumOct 18, 2024Expiry Date2.06Intrinsic Value100Multiplier13DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8315Delta0.1615Gamma2.50Leverage Ratio-0.0143Theta-0.0019Rho-2.08Eff Leverage0.0026Vega