8.70Open7.00Pre Close1 Volume261 Open Interest136.00Strike Price870.00Turnover87.08%IV0.52%PremiumOct 11, 2024Expiry Date8.04Intrinsic Value100Multiplier3DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.7686Delta0.0304Gamma13.76Leverage Ratio-0.5197Theta-0.0078Rho-10.57Eff Leverage0.0351Vega