4.35Open1.68Pre Close2 Volume2 Open Interest8.50Strike Price870.00Turnover863.85%IV2.39%PremiumJul 26, 2024Expiry Date4.05Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9160Delta0.0399Gamma3.06Leverage Ratio-0.6233Theta0.0001Rho2.80Eff Leverage0.0007Vega