4.34Open2.89Pre Close2 Volume91 Open Interest108.00Strike Price859.00Turnover46.01%IV0.69%PremiumAug 2, 2024Expiry Date3.48Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8283Delta0.0589Gamma28.40Leverage Ratio-0.2270Theta0.0062Rho23.53Eff Leverage0.0239Vega