1.38Open1.22Pre Close6 Volume33 Open Interest69.00Strike Price867.00Turnover40.97%IV0.56%PremiumOct 11, 2024Expiry Date1.26Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7034Delta0.1550Gamma40.93Leverage Ratio-0.1708Theta-0.0029Rho-28.79Eff Leverage0.0189Vega