0.45Open0.40Pre Close21 Volume121 Open Interest23.50Strike Price865.00Turnover56.83%IV0.75%PremiumJul 12, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6812Delta0.4290Gamma43.40Leverage Ratio-0.1325Theta0.0006Rho29.57Eff Leverage0.0052Vega