2.93Open2.10Pre Close3 Volume1.06K Open Interest45.00Strike Price863.00Turnover116.87%IV1.98%PremiumSep 20, 2024Expiry Date1.92Intrinsic Value100Multiplier2DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.6905Delta0.0804Gamma30.27Leverage Ratio-0.3695Theta0.0019Rho20.90Eff Leverage0.0132Vega