8.64Open11.75Pre Close1 Volume6 Open Interest132.00Strike Price864.00Turnover92.99%IV-0.29%PremiumSep 6, 2024Expiry Date9.05Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7716Delta0.0223Gamma12.82Leverage Ratio-0.5578Theta0.0104Rho9.89Eff Leverage0.0440Vega