1.25Open2.85Pre Close7 Volume172 Open Interest127.00Strike Price850.00Turnover28.82%IV1.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.4328Delta0.1100Gamma107.56Leverage Ratio-0.2228Theta0.0052Rho46.55Eff Leverage0.0488Vega