1.04Open0.95Pre Close14 Volume429 Open Interest267.50Strike Price870.00Turnover50.75%IV5.07%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0195Gamma455.67Leverage Ratio-0.4024Theta0.0017Rho52.50Eff Leverage0.0381Vega