0.48Open0.55Pre Close19 Volume4.30K Open Interest16.00Strike Price862.00Turnover38.78%IV2.81%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5271Delta0.4774Gamma45.77Leverage Ratio-0.0274Theta0.0015Rho24.13Eff Leverage0.0086Vega