0.15Open0.04Pre Close85 Volume585 Open Interest282.50Strike Price864.00Turnover720.68%IV4.49%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0064Delta0.0037Gamma27038.00Leverage Ratio-16.9378Theta0.0000Rho173.82Eff Leverage0.0001Vega