0.87Open1.15Pre Close10 Volume110 Open Interest117.00Strike Price870.00Turnover37.93%IV0.02%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8212Delta0.3052Gamma137.83Leverage Ratio-0.8490Theta0.0004Rho113.19Eff Leverage0.0059Vega