6.50Open6.25Pre Close1.44K Volume22 Open Interest237.50Strike Price870.40KTurnover18.91%IV-0.24%PremiumJan 10, 2025Expiry Date6.09Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9824Delta0.0147Gamma39.61Leverage Ratio-0.0461Theta0.0096Rho38.91Eff Leverage0.0068Vega