2.20Open1.73Pre Close4 Volume10 Open Interest10.00Strike Price870.00Turnover132.90%IV7.43%PremiumOct 18, 2024Expiry Date1.31Intrinsic Value100Multiplier16DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.7230Delta0.1074Gamma5.80Leverage Ratio-0.0345Theta0.0027Rho4.19Eff Leverage0.0079Vega