8.80Open7.37Pre Close1 Volume352 Open Interest75.00Strike Price880.00Turnover38.54%IV1.53%PremiumJul 19, 2024Expiry Date7.54Intrinsic Value100Multiplier11DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.9313Delta0.0234Gamma10.32Leverage Ratio-0.0417Theta0.0218Rho9.61Eff Leverage0.0195Vega