0.35Open0.24Pre Close23 Volume157 Open Interest31.00Strike Price835.00Turnover44.97%IV1.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4787Delta0.3793Gamma77.58Leverage Ratio-0.1155Theta-0.0008Rho-37.13Eff Leverage0.0093Vega