1.17Open0.85Pre Close7 Volume252 Open Interest16.00Strike Price871.00Turnover114.98%IV1.46%PremiumAug 16, 2024Expiry Date1.09Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7647Delta0.1825Gamma12.75Leverage Ratio-0.1034Theta0.0009Rho9.75Eff Leverage0.0045Vega