0.87Open0.99Pre Close10 Volume118 Open Interest34.00Strike Price870.00Turnover30.39%IV4.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.3682Delta0.1428Gamma49.57Leverage Ratio-0.0204Theta-0.0075Rho-18.25Eff Leverage0.0329Vega