0.47Open0.15Pre Close30 Volume53 Open Interest28.00Strike Price870.00Turnover105.15%IV8.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2229Delta0.1362Gamma96.93Leverage Ratio-0.1458Theta0.0004Rho21.60Eff Leverage0.0062Vega