0.02Open0.07Pre Close634 Volume2.15K Open Interest444.00Strike Price880.00Turnover82.01%IV6.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0007Gamma47524.00Leverage Ratio-0.1290Theta0.0000Rho-133.89Eff Leverage0.0012Vega