0.76Open1.14Pre Close11 Volume319 Open Interest23.00Strike Price861.00Turnover61.12%IV0.00%PremiumJul 12, 2024Expiry Date1.01Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8397Delta0.2532Gamma20.27Leverage Ratio-0.0564Theta-0.0009Rho-17.02Eff Leverage0.0039Vega