1.70Open0.85Pre Close5 Volume11 Open Interest24.00Strike Price850.00Turnover196.43%IV2.92%PremiumJul 19, 2024Expiry Date0.97Intrinsic Value100Multiplier1DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.6545Delta0.1256Gamma14.69Leverage Ratio-0.5281Theta0.0005Rho9.61Eff Leverage0.0055Vega