1.35Open1.15Pre Close6 Volume45 Open Interest21.00Strike Price865.00Turnover72.63%IV6.40%PremiumAug 16, 2024Expiry Date0.22Intrinsic Value100Multiplier23DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type-0.4792Delta0.1034Gamma12.79Leverage Ratio-0.0310Theta-0.0067Rho-6.13Eff Leverage0.0212Vega