0.72Open1.65Pre Close12 Volume26 Open Interest20.00Strike Price870.00Turnover56.18%IV2.02%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier5DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.6132Delta0.2722Gamma27.12Leverage Ratio-0.0523Theta0.0018Rho16.63Eff Leverage0.0096Vega