0.96Open0.80Pre Close9 Volume65 Open Interest6.50Strike Price868.00Turnover182.36%IV0.27%PremiumJul 26, 2024Expiry Date0.96Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8826Delta0.2984Gamma5.69Leverage Ratio-0.0328Theta-0.0002Rho-5.02Eff Leverage0.0007Vega