8.66Open11.54Pre Close1 Volume677 Open Interest82.50Strike Price866.00Turnover70.00%IV-0.51%PremiumJul 26, 2024Expiry Date9.03Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9189Delta0.0271Gamma8.03Leverage Ratio-0.0794Theta-0.0069Rho-7.38Eff Leverage0.0124Vega