0.05Open0.10Pre Close124 Volume26 Open Interest4.50Strike Price865.00Turnover76.35%IV6.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3277Delta0.9891Gamma57.40Leverage Ratio-0.0156Theta0.0002Rho18.81Eff Leverage0.0017Vega