2.90Open1.21Pre Close3 Volume25 Open Interest84.00Strike Price870.00Turnover36.63%IV2.85%PremiumSep 20, 2024Expiry Date0.49Intrinsic Value100Multiplier13DDays to Expiry2.41Extrinsic Value100Contract SizeAmericanOptions Type0.5572Delta0.0683Gamma32.19Leverage Ratio-0.0974Theta0.0155Rho17.93Eff Leverage0.0623Vega