2.90Open1.85Pre Close3 Volume44 Open Interest55.00Strike Price870.00Turnover29.07%IV-0.53%PremiumOct 18, 2024Expiry Date3.18Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8688Delta0.0894Gamma15.70Leverage Ratio-0.0205Theta-0.0095Rho-13.64Eff Leverage0.0190Vega