0.50Open2.56Pre Close19 Volume36 Open Interest175.00Strike Price870.00Turnover38.75%IV14.83%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0400Delta0.0044Gamma630.74Leverage Ratio-0.0366Theta-0.0044Rho-25.23Eff Leverage0.0431Vega