0.06Open0.03Pre Close169 Volume13.01K Open Interest10.00Strike Price846.00Turnover17.02%IV1.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3540Delta1.7588Gamma198.20Leverage Ratio-0.0076Theta0.0005Rho70.16Eff Leverage0.0046Vega