0.40Open0.67Pre Close22 Volume340 Open Interest45.00Strike Price880.00Turnover69.73%IV13.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1216Delta0.0320Gamma128.68Leverage Ratio-0.0554Theta-0.0019Rho-15.65Eff Leverage0.0183Vega