0.05Open0.03Pre Close257 Volume3.14K Open Interest85.00Strike Price836.00Turnover45.38%IV10.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0186Delta0.0122Gamma3065.60Leverage Ratio-0.0160Theta0.0002Rho57.16Eff Leverage0.0038Vega