0.15Open0.30Pre Close55 Volume781 Open Interest27.00Strike Price851.00Turnover51.27%IV4.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2113Delta0.2257Gamma148.40Leverage Ratio-0.0562Theta0.0005Rho31.36Eff Leverage0.0072Vega