0.65Open0.56Pre Close10 Volume108 Open Interest42.00Strike Price855.00Turnover29.80%IV0.78%PremiumJul 19, 2024Expiry Date0.97Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.7692Delta0.2149Gamma33.70Leverage Ratio-0.0544Theta0.0039Rho25.92Eff Leverage0.0144Vega