8.64Open11.75Pre Close1 Volume6 Open Interest132.00Strike Price864.00Turnover94.03%IV-0.29%PremiumSep 6, 2024Expiry Date9.05Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7715Delta0.0223Gamma12.82Leverage Ratio-0.5704Theta0.0102Rho9.89Eff Leverage0.0436Vega