0.51Open0.31Pre Close39 Volume836 Open Interest95.00Strike Price850.00Turnover52.89%IV8.45%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0706Delta0.0217Gamma517.75Leverage Ratio-0.0823Theta-0.0009Rho-36.56Eff Leverage0.0159Vega