2.90Open3.17Pre Close3 Volume57 Open Interest149.00Strike Price870.00Turnover51.28%IV0.51%PremiumOct 11, 2024Expiry Date2.13Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.7418Delta0.0955Gamma56.50Leverage Ratio-0.8111Theta0.0021Rho41.91Eff Leverage0.0213Vega