3.00Open2.03Pre Close3 Volume213 Open Interest94.00Strike Price870.00Turnover57.95%IV2.40%PremiumSep 20, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type0.5683Delta0.0776Gamma37.77Leverage Ratio-0.3572Theta0.0044Rho21.47Eff Leverage0.0344Vega