3.06Open2.60Pre Close3 Volume730 Open Interest26.00Strike Price880.00Turnover60.41%IV0.77%PremiumJul 19, 2024Expiry Date2.74Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9484Delta0.0584Gamma10.28Leverage Ratio-0.0249Theta0.0027Rho9.75Eff Leverage0.0032Vega