3.06Open2.60Pre Close3 Volume730 Open Interest26.00Strike Price880.00Turnover61.15%IV0.77%PremiumJul 19, 2024Expiry Date2.74Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9481Delta0.0585Gamma10.28Leverage Ratio-0.0255Theta0.0026Rho9.75Eff Leverage0.0032Vega