3.30Open6.50Pre Close3 Volume1.27K Open Interest95.00Strike Price880.00Turnover34.28%IV0.60%PremiumJan 17, 2025Expiry Date2.19Intrinsic Value100Multiplier10DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.6207Delta0.0722Gamma27.70Leverage Ratio-0.0958Theta-0.0146Rho-17.20Eff Leverage0.0589Vega