1.20Open1.01Pre Close6 Volume16 Open Interest65.00Strike Price870.00Turnover37.57%IV2.24%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier6DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.5215Delta0.1243Gamma49.09Leverage Ratio-0.1098Theta0.0056Rho25.60Eff Leverage0.0340Vega