0.35Open0.35Pre Close24 Volume738 Open Interest35.00Strike Price866.00Turnover58.94%IV4.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.3430Delta0.1471Gamma61.55Leverage Ratio-0.0847Theta0.0017Rho21.11Eff Leverage0.0156Vega