8.70Open3.13Pre Close1 Volume11 Open Interest74.00Strike Price870.00Turnover130.96%IV0.39%PremiumJul 5, 2024Expiry Date8.38Intrinsic Value100Multiplier1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9276Delta0.0221Gamma9.58Leverage Ratio-0.2174Theta0.0023Rho8.89Eff Leverage0.0066Vega