2.90Open3.17Pre Close3 Volume57 Open Interest149.00Strike Price870.00Turnover48.40%IV0.51%PremiumOct 11, 2024Expiry Date2.13Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.7422Delta0.0956Gamma56.50Leverage Ratio-0.7244Theta0.0023Rho41.93Eff Leverage0.0225Vega