0.25Open0.48Pre Close64 Volume627 Open Interest1000.00Strike Price867.00Turnover144.74%IV9.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0024Delta0.0003Gamma45855.50Leverage Ratio-0.5425Theta0.0000Rho111.31Eff Leverage0.0015Vega