8.70Open7.00Pre Close1 Volume261 Open Interest136.00Strike Price870.00Turnover70.95%IV1.68%PremiumOct 11, 2024Expiry Date6.53Intrinsic Value100Multiplier3DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type-0.7708Delta0.0364Gamma17.86Leverage Ratio-0.4188Theta-0.0079Rho-13.76Eff Leverage0.0357Vega