0.03Open0.02Pre Close458 Volume2.83K Open Interest7.50Strike Price861.00Turnover107.33%IV17.35%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0368Delta0.0819Gamma603.33Leverage Ratio-0.0089Theta0.0000Rho-22.20Eff Leverage0.0007Vega