0.15Open0.07Pre Close68 Volume1.23K Open Interest34.50Strike Price862.00Turnover22.51%IV1.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2538Delta0.4478Gamma317.73Leverage Ratio-0.0388Theta-0.0007Rho-80.63Eff Leverage0.0102Vega