0.32Open0.08Pre Close116 Volume81 Open Interest177.50Strike Price859.00Turnover24.51%IV5.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0161Delta0.0092Gamma6706.40Leverage Ratio-0.0166Theta0.0003Rho107.77Eff Leverage0.0072Vega