1.45Open4.10Pre Close6 Volume21 Open Interest30.00Strike Price880.00Turnover48.04%IV5.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.5171Delta0.1204Gamma22.99Leverage Ratio-0.0362Theta0.0075Rho11.89Eff Leverage0.0275Vega