2.12Open2.82Pre Close4 Volume89 Open Interest29.00Strike Price864.00Turnover56.52%IV0.22%PremiumJul 26, 2024Expiry Date2.15Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8966Delta0.1160Gamma12.12Leverage Ratio-0.0304Theta-0.0022Rho-10.87Eff Leverage0.0051Vega