4.41Open4.20Pre Close2 Volume2.82K Open Interest32.00Strike Price871.00Turnover70.97%IV0.04%PremiumJan 17, 2025Expiry Date4.29Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9900Delta0.0133Gamma8.44Leverage Ratio-0.0102Theta0.0019Rho8.35Eff Leverage0.0008Vega