0.75Open0.90Pre Close12 Volume119 Open Interest14.50Strike Price855.00Turnover63.82%IV2.86%PremiumJul 19, 2024Expiry Date0.18Intrinsic Value100Multiplier10DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5725Delta0.2509Gamma20.25Leverage Ratio-0.0320Theta0.0021Rho11.59Eff Leverage0.0096Vega