0.05Open0.05Pre Close570 Volume5.58K Open Interest10.00Strike Price860.00Turnover88.36%IV16.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0230Delta0.0486Gamma1199.50Leverage Ratio-0.0061Theta0.0000Rho-27.64Eff Leverage0.0007Vega