8.70Open7.25Pre Close1 Volume65 Open Interest103.00Strike Price870.00Turnover36.65%IV0.38%PremiumJan 17, 2025Expiry Date8.28Intrinsic Value100Multiplier11DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8934Delta0.0255Gamma12.65Leverage Ratio-0.0683Theta0.0284Rho11.30Eff Leverage0.0362Vega