0.08Open0.12Pre Close101 Volume117 Open Interest44.50Strike Price861.00Turnover29.31%IV4.00%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0926Delta0.1209Gamma770.67Leverage Ratio-0.0281Theta-0.0004Rho-71.38Eff Leverage0.0078Vega