0.08Open0.06Pre Close107 Volume609 Open Interest42.50Strike Price855.00Turnover66.77%IV4.63%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1112Delta0.1091Gamma468.74Leverage Ratio-0.0942Theta-0.0002Rho-52.11Eff Leverage0.0049Vega