1.20Open1.01Pre Close6 Volume16 Open Interest65.00Strike Price870.00Turnover37.83%IV2.24%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier6DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.5214Delta0.1243Gamma49.09Leverage Ratio-0.1114Theta0.0055Rho25.60Eff Leverage0.0338Vega