0.87Open1.10Pre Close10 Volume43 Open Interest100.00Strike Price870.00Turnover38.75%IV8.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.1523Delta0.0243Gamma136.08Leverage Ratio-0.0570Theta-0.0083Rho-20.73Eff Leverage0.0589Vega