0.05Open0.05Pre Close173 Volume41 Open Interest5.00Strike Price860.00Turnover522.06%IV324.37%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1321Delta0.2001Gamma23.80Leverage Ratio-0.0096Theta0.0000Rho3.14Eff Leverage0.0004Vega