2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover29.07%IV-0.48%PremiumOct 18, 2024Expiry Date3.15Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8689Delta0.0894Gamma15.71Leverage Ratio-0.0205Theta-0.0095Rho-13.65Eff Leverage0.0190Vega