1.80Open2.60Pre Close7 Volume25 Open Interest30.00Strike Price870.00Turnover61.88%IV8.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.4291Delta0.0911Gamma26.80Leverage Ratio-0.0414Theta0.0065Rho11.50Eff Leverage0.0273Vega