0.22Open0.45Pre Close40 Volume97 Open Interest31.00Strike Price880.00Turnover29.17%IV9.52%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.1416Delta0.1047Gamma162.89Leverage Ratio-0.0104Theta0.0026Rho23.07Eff Leverage0.0165Vega