1.45Open1.42Pre Close6 Volume272 Open Interest6.50Strike Price870.00Turnover136.87%IV3.07%PremiumNov 8, 2024Expiry Date1.29Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.9549Delta0.1489Gamma4.10Leverage Ratio-0.0075Theta-0.0004Rho-3.92Eff Leverage0.0005Vega