3.00Open2.03Pre Close3 Volume213 Open Interest94.00Strike Price870.00Turnover58.15%IV2.28%PremiumSep 20, 2024Expiry Date0.54Intrinsic Value100Multiplier3DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.5530Delta0.0779Gamma41.10Leverage Ratio-0.3597Theta0.0043Rho22.73Eff Leverage0.0345Vega