8.70Open8.20Pre Close1 Volume310 Open Interest40.00Strike Price870.00Turnover53.08%IV0.62%PremiumAug 16, 2024Expiry Date8.40Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9481Delta0.0178Gamma5.60Leverage Ratio-0.0211Theta0.0202Rho5.30Eff Leverage0.0120Vega