1.35Open1.45Pre Close6 Volume373 Open Interest17.50Strike Price870.00Turnover34.90%IV2.98%PremiumDec 20, 2024Expiry Date0.95Intrinsic Value100Multiplier15DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7865Delta0.2185Gamma16.04Leverage Ratio-0.0141Theta0.0057Rho12.62Eff Leverage0.0111Vega