0.03Open0.04Pre Close418 Volume245 Open Interest37.00Strike Price855.00Turnover25.99%IV4.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0499Delta0.1060Gamma1766.50Leverage Ratio-0.0109Theta0.0002Rho88.06Eff Leverage0.0038Vega