1.73Open0.70Pre Close5 Volume143 Open Interest18.00Strike Price865.00Turnover69.25%IV1.31%PremiumJul 19, 2024Expiry Date1.48Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8905Delta0.1432Gamma12.37Leverage Ratio-0.0364Theta0.0015Rho11.01Eff Leverage0.0035Vega