0.88Open10.20Pre Close12 Volume12 Open Interest832.50Strike Price860.00Turnover83.39%IV8.65%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0130Delta0.0013Gamma6663.87Leverage Ratio-0.6712Theta0.0002Rho86.77Eff Leverage0.0103Vega