1.70Open2.45Pre Close14 Volume158 Open Interest230.00Strike Price859.00Turnover28.77%IV2.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0818Delta0.0373Gamma1498.40Leverage Ratio-0.1460Theta0.0007Rho122.57Eff Leverage0.0213Vega