3.30Open6.50Pre Close3 Volume1.27K Open Interest95.00Strike Price880.00Turnover34.02%IV0.44%PremiumJan 17, 2025Expiry Date2.34Intrinsic Value100Multiplier10DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6563Delta0.0717Gamma27.25Leverage Ratio-0.0919Theta-0.0148Rho-17.89Eff Leverage0.0559Vega