0.87Open0.99Pre Close10 Volume118 Open Interest34.00Strike Price870.00Turnover30.06%IV4.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.3681Delta0.1427Gamma49.57Leverage Ratio-0.0199Theta-0.0077Rho-18.24Eff Leverage0.0333Vega