0.65Open0.55Pre Close13 Volume1.36K Open Interest35.50Strike Price857.00Turnover94.78%IV9.01%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2681Delta0.0957Gamma62.40Leverage Ratio-0.1341Theta0.0010Rho16.73Eff Leverage0.0120Vega