0.25Open0.65Pre Close31 Volume202 Open Interest53.00Strike Price847.00Turnover192.46%IV0.97%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3084Delta0.4674Gamma355.80Leverage Ratio-6.8863Theta0.0000Rho-109.74Eff Leverage0.0014Vega