0.88Open0.58Pre Close10 Volume43 Open Interest28.50Strike Price880.00Turnover34.27%IV1.39%PremiumDec 27, 2024Expiry Date0.49Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6458Delta0.3617Gamma43.09Leverage Ratio-0.0461Theta-0.0019Rho-27.83Eff Leverage0.0112Vega