8.70Open8.70Pre Close1 Volume0 Open Interest30.00Strike Price870.00Turnover83.06%IV8.23%PremiumAug 16, 2024Expiry Date6.79Intrinsic Value100Multiplier25DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type-0.8595Delta0.0470Gamma3.29Leverage Ratio-0.0196Theta-0.0126Rho-2.83Eff Leverage0.0135Vega