2.90Open3.17Pre Close3 Volume57 Open Interest149.00Strike Price870.00Turnover49.81%IV0.51%PremiumOct 11, 2024Expiry Date2.13Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.7420Delta0.0955Gamma56.50Leverage Ratio-0.7663Theta0.0022Rho41.92Eff Leverage0.0219Vega