8.70Open9.20Pre Close1 Volume774 Open Interest2.50Strike Price870.00Turnover428.77%IV2.38%PremiumJan 17, 2025Expiry Date8.44Intrinsic Value100Multiplier7DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9966Delta0.0016Gamma1.29Leverage Ratio-0.0041Theta0.0005Rho1.29Eff Leverage0.0002Vega