4.35Open3.35Pre Close2 Volume267 Open Interest38.00Strike Price870.00Turnover93.38%IV1.01%PremiumDec 20, 2024Expiry Date4.01Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8878Delta0.0645Gamma8.39Leverage Ratio-0.0788Theta-0.0025Rho-7.45Eff Leverage0.0061Vega