8.55Open8.33Pre Close1 Volume3 Open Interest66.00Strike Price855.00Turnover125.80%IV-0.79%PremiumAug 2, 2024Expiry Date9.00Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8274Delta0.0313Gamma5.89Leverage Ratio-0.2106Theta-0.0064Rho-4.87Eff Leverage0.0167Vega