0.79Open0.66Pre Close9.05K Volume39.48K Open Interest112.00Strike Price880.32KTurnover5.50%IV0.74%PremiumSep 20, 2024Expiry Date0.17Intrinsic Value100Multiplier27DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.6406Delta0.2237Gamma112.17Leverage Ratio-0.0216Theta0.0521Rho71.86Eff Leverage0.1135Vega