4.60Open3.25Pre Close2 Volume101 Open Interest80.00Strike Price871.00Turnover42.93%IV0.83%PremiumAug 30, 2024Expiry Date3.42Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7530Delta0.0828Gamma21.67Leverage Ratio-0.1555Theta0.0069Rho16.32Eff Leverage0.0280Vega