4.00Open1.80Pre Close2 Volume11 Open Interest25.00Strike Price870.00Turnover142.88%IV3.33%PremiumSep 20, 2024Expiry Date4.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.8967Delta0.0660Gamma5.25Leverage Ratio-0.0712Theta-0.0016Rho-4.71Eff Leverage0.0034Vega