0.05Open0.20Pre Close202 Volume407 Open Interest370.00Strike Price864.00Turnover271.53%IV2.77%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0076Delta0.0052Gamma36003.00Leverage Ratio-5.9322Theta0.0000Rho271.87Eff Leverage0.0003Vega