0.50Open0.60Pre Close16 Volume279 Open Interest48.00Strike Price850.00Turnover28.76%IV1.64%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4274Delta0.2399Gamma91.89Leverage Ratio-0.0637Theta-0.0027Rho-39.27Eff Leverage0.0223Vega