0.40Open0.40Pre Close13 Volume91 Open Interest240.00Strike Price865.00Turnover23.62%IV1.69%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.2118Delta0.0669Gamma463.64Leverage Ratio-0.3085Theta-0.0028Rho-98.21Eff Leverage0.0531Vega