8.70Open4.55Pre Close1 Volume7 Open Interest207.50Strike Price870.00Turnover263.16%IV0.51%PremiumJul 12, 2024Expiry Date7.61Intrinsic Value100Multiplier-1DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.9117Delta0.0276Gamma27.40Leverage Ratio-11.8968Theta0.0002Rho24.98Eff Leverage0.0035Vega