0.15Open0.11Pre Close51 Volume63 Open Interest130.00Strike Price865.00Turnover15.30%IV2.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1487Delta0.0882Gamma635.45Leverage Ratio-0.0475Theta0.0034Rho94.46Eff Leverage0.0397Vega