4.33Open4.13Pre Close2 Volume14 Open Interest1.50Strike Price866.00Turnover2151.12%IV8.16%PremiumOct 11, 2024Expiry Date3.89Intrinsic Value100Multiplier1DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.9533Delta0.0156Gamma1.32Leverage Ratio-0.2050Theta0.0000Rho1.26Eff Leverage0.0003Vega