8.70Open9.80Pre Close1 Volume3 Open Interest59.00Strike Price870.00Turnover94.82%IV-0.91%PremiumOct 11, 2024Expiry Date9.32Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9711Delta0.0122Gamma7.27Leverage Ratio-0.0579Theta0.0040Rho7.06Eff Leverage0.0038Vega