0.94Open1.10Pre Close11 Volume106 Open Interest18.00Strike Price864.00Turnover47.32%IV6.47%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.4684Delta0.1773Gamma23.48Leverage Ratio-0.0181Theta0.0054Rho11.00Eff Leverage0.0189Vega