3.06Open2.60Pre Close3 Volume730 Open Interest26.00Strike Price880.00Turnover58.30%IV0.77%PremiumJul 19, 2024Expiry Date2.74Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9492Delta0.0579Gamma10.28Leverage Ratio-0.0234Theta0.0028Rho9.76Eff Leverage0.0032Vega