1.35Open1.45Pre Close6 Volume375 Open Interest17.50Strike Price870.00Turnover63.25%IV2.98%PremiumDec 20, 2024Expiry Date0.95Intrinsic Value100Multiplier15DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6868Delta0.1482Gamma12.30Leverage Ratio-0.0294Theta0.0047Rho8.45Eff Leverage0.0134Vega