0.35Open0.45Pre Close30 Volume4.65K Open Interest13.00Strike Price846.00Turnover31.15%IV3.64%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3966Delta0.4129Gamma47.93Leverage Ratio-0.0089Theta-0.0025Rho-19.01Eff Leverage0.0116Vega