0.29Open0.18Pre Close30 Volume1.67K Open Interest43.50Strike Price863.00Turnover16.44%IV0.62%PremiumAug 30, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.4970Delta0.5516Gamma149.90Leverage Ratio-0.0385Theta-0.0020Rho-74.49Eff Leverage0.0176Vega