0.18Open0.09Pre Close48 Volume278 Open Interest175.00Strike Price864.00Turnover15.30%IV2.19%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1241Delta0.0695Gamma952.39Leverage Ratio-0.0659Theta0.0027Rho118.20Eff Leverage0.0394Vega