0.31Open0.41Pre Close23 Volume531 Open Interest72.50Strike Price870.00Turnover39.73%IV9.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1619Delta0.0449Gamma147.80Leverage Ratio-0.0441Theta0.0044Rho23.94Eff Leverage0.0337Vega