1.73Open1.80Pre Close5 Volume806 Open Interest30.00Strike Price865.00Turnover114.35%IV0.40%PremiumJul 26, 2024Expiry Date1.62Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6385Delta0.1051Gamma15.99Leverage Ratio-0.1573Theta-0.0023Rho-10.21Eff Leverage0.0117Vega