0.35Open1.15Pre Close30 Volume24 Open Interest95.00Strike Price850.00Turnover33.69%IV2.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1916Delta0.1427Gamma466.40Leverage Ratio-0.1840Theta0.0007Rho89.35Eff Leverage0.0155Vega