4.40Open3.75Pre Close2 Volume7 Open Interest87.50Strike Price880.00Turnover26.49%IV0.80%PremiumDec 20, 2024Expiry Date3.73Intrinsic Value100Multiplier21DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7361Delta0.0639Gamma19.04Leverage Ratio-0.0352Theta-0.0288Rho-14.01Eff Leverage0.0656Vega