0.05Open0.15Pre Close173 Volume316 Open Interest25.50Strike Price864.00Turnover120.44%IV8.05%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0606Delta0.0800Gamma692.25Leverage Ratio-0.1174Theta0.0000Rho-41.92Eff Leverage0.0015Vega