0.86Open0.54Pre Close8.84K Volume717 Open Interest59.00Strike Price855.49KTurnover28.03%IV1.29%PremiumJul 5, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.5276Delta0.2092Gamma72.91Leverage Ratio-0.0875Theta0.0040Rho38.47Eff Leverage0.0270Vega