0.15Open0.07Pre Close68 Volume1.23K Open Interest34.50Strike Price862.00Turnover23.36%IV1.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2540Delta0.4485Gamma317.73Leverage Ratio-0.0421Theta-0.0006Rho-80.69Eff Leverage0.0098Vega