2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover32.79%IV-0.59%PremiumOct 18, 2024Expiry Date3.21Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8391Delta0.0877Gamma15.70Leverage Ratio-0.0279Theta-0.0100Rho-13.17Eff Leverage0.0219Vega