0.36Open0.20Pre Close21 Volume79 Open Interest210.00Strike Price868.00Turnover27.01%IV9.40%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.0949Delta0.0139Gamma366.53Leverage Ratio-0.0534Theta0.0096Rho34.78Eff Leverage0.0757Vega