1.25Open2.85Pre Close7 Volume172 Open Interest127.00Strike Price850.00Turnover29.29%IV1.47%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.4406Delta0.1085Gamma105.28Leverage Ratio-0.2273Theta0.0053Rho46.38Eff Leverage0.0490Vega