0.46Open0.46Pre Close16 Volume109 Open Interest154.00Strike Price870.00Turnover11.74%IV0.61%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.5042Delta0.1974Gamma206.43Leverage Ratio-0.1044Theta0.0096Rho104.08Eff Leverage0.0687Vega