2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover30.97%IV-0.60%PremiumOct 18, 2024Expiry Date3.21Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8588Delta0.0870Gamma15.69Leverage Ratio-0.0235Theta-0.0097Rho-13.48Eff Leverage0.0200Vega