8.70Open7.55Pre Close1 Volume9 Open Interest105.00Strike Price870.00Turnover71.91%IV0.76%PremiumSep 20, 2024Expiry Date7.96Intrinsic Value100Multiplier3DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.8888Delta0.0315Gamma11.76Leverage Ratio-0.1798Theta-0.0059Rho-10.45Eff Leverage0.0161Vega