6.60Open13.60Pre Close2.39K Volume342 Open Interest735.00Strike Price870.25KTurnover88.17%IV5.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0062Gamma403.25Leverage Ratio-3.1665Theta0.0020Rho46.47Eff Leverage0.0690Vega