2.05Open2.12Pre Close4 Volume319 Open Interest67.50Strike Price862.00Turnover24.57%IV2.67%PremiumSep 20, 2024Expiry Date0.26Intrinsic Value100Multiplier29DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.5591Delta0.0838Gamma31.52Leverage Ratio-0.0371Theta0.0286Rho17.62Eff Leverage0.0756Vega