0.02Open0.01Pre Close537 Volume7.83K Open Interest202.50Strike Price864.00Turnover46.92%IV9.19%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0070Delta0.0029Gamma12365.33Leverage Ratio-0.0146Theta0.0001Rho86.72Eff Leverage0.0028Vega