0.51Open0.31Pre Close39 Volume864 Open Interest95.00Strike Price850.00Turnover49.23%IV8.45%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0706Delta0.0216Gamma517.75Leverage Ratio-0.0719Theta-0.0010Rho-36.53Eff Leverage0.0171Vega