0.27Open0.44Pre Close11.76K Volume7.88K Open Interest220.00Strike Price864.28KTurnover35.32%IV1.10%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3060Delta0.0996Gamma319.04Leverage Ratio-0.8434Theta-0.0013Rho-97.63Eff Leverage0.0350Vega