0.40Open0.25Pre Close14 Volume31 Open Interest170.00Strike Price870.00Turnover37.53%IV1.46%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.3451Delta0.1204Gamma241.04Leverage Ratio-0.6822Theta0.0013Rho83.18Eff Leverage0.0301Vega