0.21Open0.27Pre Close42 Volume326 Open Interest94.50Strike Price846.00Turnover11.25%IV0.91%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2655Delta0.2813Gamma500.89Leverage Ratio-0.0427Theta-0.0027Rho-132.99Eff Leverage0.0340Vega