0.01Open0.03Pre Close409 Volume1.22K Open Interest30.00Strike Price850.00Turnover47.96%IV8.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0458Delta0.0714Gamma1103.20Leverage Ratio-0.0147Theta0.0001Rho50.58Eff Leverage0.0027Vega