2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover30.08%IV-0.62%PremiumOct 18, 2024Expiry Date3.22Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8687Delta0.0865Gamma15.69Leverage Ratio-0.0214Theta-0.0095Rho-13.63Eff Leverage0.0190Vega