0.38Open0.64Pre Close12 Volume866 Open Interest7.50Strike Price860.00Turnover46.23%IV0.36%PremiumJul 26, 2024Expiry Date0.77Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0727Gamma9.73Leverage Ratio-0.0021Theta0.0007Rho9.63Eff Leverage0.0002Vega