0.15Open0.39Pre Close71 Volume573 Open Interest9.00Strike Price865.00Turnover77.95%IV3.63%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.3191Delta0.9644Gamma117.47Leverage Ratio-0.0744Theta0.0001Rho37.48Eff Leverage0.0017Vega