0.27Open0.44Pre Close11.76K Volume7.88K Open Interest220.00Strike Price864.28KTurnover37.51%IV1.10%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3062Delta0.0997Gamma319.04Leverage Ratio-0.9532Theta-0.0012Rho-97.67Eff Leverage0.0329Vega