4.20Open3.73Pre Close2 Volume478 Open Interest10.00Strike Price870.00Turnover92.53%IV0.07%PremiumNov 15, 2024Expiry Date4.49Intrinsic Value100Multiplier25DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9509Delta0.0287Gamma3.15Leverage Ratio-0.0081Theta0.0064Rho3.00Eff Leverage0.0039Vega