2.15Open2.60Pre Close4 Volume496 Open Interest10.50Strike Price860.00Turnover89.87%IV-2.10%PremiumJul 19, 2024Expiry Date2.42Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9931Delta0.0143Gamma5.22Leverage Ratio-0.0036Theta0.0013Rho5.18Eff Leverage0.0003Vega