0.65Open0.90Pre Close13 Volume40 Open Interest75.00Strike Price862.00Turnover19.27%IV1.82%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.3650Delta0.1479Gamma116.51Leverage Ratio-0.0402Theta-0.0076Rho-42.53Eff Leverage0.0498Vega