4.70Open5.00Pre Close2 Volume1 Open Interest145.00Strike Price870.00Turnover26.86%IV2.48%PremiumAug 16, 2024Expiry Date0.41Intrinsic Value100Multiplier25DDays to Expiry3.59Extrinsic Value100Contract SizeAmericanOptions Type-0.4857Delta0.0396Gamma35.70Leverage Ratio-0.0723Theta-0.0428Rho-17.34Eff Leverage0.1512Vega