0.01Open3.19Pre Close242 Volume712 Open Interest56.00Strike Price850.00Turnover128.65%IV19.98%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0145Delta0.0049Gamma2798.40Leverage Ratio-0.0351Theta-0.0001Rho-40.62Eff Leverage0.0022Vega