2.15Open2.52Pre Close4 Volume35 Open Interest420.00Strike Price860.00Turnover54.66%IV15.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0899Delta0.0026Gamma179.17Leverage Ratio-0.2495Theta-0.0230Rho-16.10Eff Leverage0.1857Vega