4.45Open6.49Pre Close2.20K Volume1.98K Open Interest450.00Strike Price862.36KTurnover52.33%IV-0.07%PremiumJul 12, 2024Expiry Date3.55Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9286Delta0.0559Gamma124.94Leverage Ratio-4.2429Theta0.0004Rho116.02Eff Leverage0.0064Vega