0.02Open0.09Pre Close216 Volume1.25K Open Interest695.00Strike Price836.00Turnover57.67%IV9.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0050Delta0.0006Gamma18116.86Leverage Ratio-0.0350Theta0.0001Rho90.57Eff Leverage0.0056Vega