2.20Open2.08Pre Close4 Volume189 Open Interest16.00Strike Price880.00Turnover46.72%IV1.28%PremiumJan 17, 2025Expiry Date1.97Intrinsic Value100Multiplier25DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8526Delta0.1046Gamma8.17Leverage Ratio-0.0117Theta0.0090Rho6.96Eff Leverage0.0109Vega