0.95Open1.28Pre Close10 Volume128 Open Interest85.00Strike Price870.00Turnover66.96%IV7.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.2510Delta0.0458Gamma79.79Leverage Ratio-0.1850Theta0.0032Rho20.03Eff Leverage0.0331Vega