2.20Open3.70Pre Close4 Volume18 Open Interest47.00Strike Price880.00Turnover45.70%IV8.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.4100Delta0.0742Gamma31.28Leverage Ratio-0.0461Theta0.0110Rho12.82Eff Leverage0.0446Vega