0.87Open0.99Pre Close10 Volume118 Open Interest34.00Strike Price870.00Turnover30.62%IV4.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.3684Delta0.1428Gamma49.57Leverage Ratio-0.0208Theta-0.0074Rho-18.26Eff Leverage0.0326Vega