2.82Open3.89Pre Close3 Volume185 Open Interest50.00Strike Price850.00Turnover44.06%IV0.95%PremiumJul 26, 2024Expiry Date2.39Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8396Delta0.1091Gamma18.63Leverage Ratio-0.0586Theta-0.0040Rho-15.65Eff Leverage0.0126Vega