0.40Open0.25Pre Close14 Volume31 Open Interest170.00Strike Price870.00Turnover35.79%IV1.46%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.3452Delta0.1204Gamma241.04Leverage Ratio-0.6215Theta0.0015Rho83.21Eff Leverage0.0315Vega