0.71Open0.58Pre Close11 Volume48 Open Interest81.50Strike Price868.00Turnover18.63%IV0.12%PremiumOct 11, 2024Expiry Date0.84Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6640Delta0.2557Gamma85.81Leverage Ratio-0.0781Theta-0.0043Rho-56.98Eff Leverage0.0282Vega