2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover30.75%IV-0.64%PremiumOct 18, 2024Expiry Date3.23Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8612Delta0.0869Gamma15.69Leverage Ratio-0.0230Theta-0.0097Rho-13.51Eff Leverage0.0197Vega