0.05Open0.05Pre Close317 Volume495 Open Interest5.50Strike Price866.00Turnover56.79%IV4.91%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2686Delta1.0499Gamma105.80Leverage Ratio-0.0136Theta0.0001Rho28.42Eff Leverage0.0018Vega