0.20Open0.16Pre Close176 Volume177 Open Interest290.00Strike Price858.00Turnover43.84%IV12.16%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0019Gamma7388.29Leverage Ratio-0.0247Theta0.0003Rho64.06Eff Leverage0.0066Vega