3.00Open2.04Pre Close2.51K Volume2.19K Open Interest57.00Strike Price846.15KTurnover63.86%IV1.31%PremiumJul 12, 2024Expiry Date1.45Intrinsic Value100Multiplier2DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.6688Delta0.1193Gamma26.77Leverage Ratio-0.2172Theta-0.0026Rho-17.91Eff Leverage0.0173Vega