0.95Open1.28Pre Close10 Volume128 Open Interest85.00Strike Price870.00Turnover71.27%IV7.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.2509Delta0.0457Gamma79.79Leverage Ratio-0.2095Theta0.0029Rho20.02Eff Leverage0.0311Vega