0.03Open0.03Pre Close258 Volume3.25K Open Interest57.50Strike Price860.00Turnover17.62%IV4.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0503Delta0.0720Gamma1833.33Leverage Ratio-0.0090Theta0.0006Rho92.26Eff Leverage0.0085Vega